Re: [R] LARS for generalized linear models

From: Ridgeway, Greg <gregr_at_rand.org>
Date: Mon 18 Sep 2006 - 18:17:02 GMT

Check out Park & Hastie's glmpath package. They have a really clever analysis and implementation of a generalized least angle regression. Greg

>On Fri, 2006-09-15 at 18:49 -0400, Ravi Varadhan wrote:
> > 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?


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