[R] LARS for generalized linear models

From: Ravi Varadhan <rvaradhan_at_jhmi.edu>
Date: Fri 15 Sep 2006 - 22:49:17 GMT


Is there an R implementation of least angle regression for binary response modeling? I know that this question has been asked before, and I am also aware of the "lasso2" package, but that only implements an L1 penalty, i.e. the Lasso approach.  

Madigan and Ridgeway in their discussion of Efron et al (2004) describe a LARS-type algorithm for generalized linear models. Has anyone implemented this in R?  

Thanks for any help.  



Ravi Varadhan, Ph.D.

Assistant Professor, The Center on Aging and Health

Division of Geriatric Medicine and Gerontology

Johns Hopkins University

Ph: (410) 502-2619

Fax: (410) 614-9625

Email: rvaradhan@jhmi.edu

Webpage: http://www.jhsph.edu/agingandhealth/People/Faculty/Varadhan.html  


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