Re: [R] LARS for generalized linear models

From: Ridgeway, Greg <>
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
> > modeling? I know that this question has been asked before, and I am
> > 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
> > this in R?

This email message is for the sole use of the intended recip...{{dropped}} mailing list PLEASE do read the posting guide and provide commented, minimal, self-contained, reproducible code. Received on Tue Sep 19 05:28:11 2006

Archive maintained by Robert King, hosted by the discipline of statistics at the University of Newcastle, Australia.
Archive generated by hypermail 2.1.8, at Mon 18 Sep 2006 - 20:30:15 GMT.

Mailing list information is available at Please read the posting guide before posting to the list.