Re: [R] apply least angle regression to generalized linear models

From: Liaw, Andy <andy_liaw_at_merck.com>
Date: Sat 19 Aug 2006 - 02:48:26 EST


I believe `lars' does not currently fit glms. For that you'll probably need to look at `glar', at:

http://www.insightful.com/Hesterberg/glars/default.asp

HTH,
Andy

From: Marc Schwartz
>
> On Fri, 2006-08-18 at 11:17 -0400, Mike Wolfgang wrote:
> > Hello list,
> >
> > I've been searching around trying to find whether somebody
> has written
> > such a package of least angle regression on generalized
> linear models,
> > like what
> > Lasso2 package does. The extension to generalized linear models is
> > briefly discussed in the comment by D. Madigan and G. Ridgeway. Is
> > such a package available? Thanks,
> >
> > Mike
>
> See the aptly named 'lars' package on CRAN and the attendant
> paper here:
>
> http://www-stat.stanford.edu/~hastie/Papers/LARS/LeastAngle_2002.pdf
>
> You might also want to review Professor Hastie's presentation at useR!
> 2006 this past spring:
>
> http://www.r-project.org/useR-2006/Slides/Hastie.pdf
>
> HTH,
>
> Marc Schwartz
>
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>



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