Dear all,
I would like to mention my new package "fsboost" for computing
forward-stagewise shrinkage and selection regressions. The package is
now available as an official user-contributed package. This
forwars-stagewise estimator is a kind of "alternative" to the well-known
Lasso estimator.
Access source code, unit-tests and a brief introduction here:
https://github.com/atecon/fsboost/edit/master/README.md
The more detailed pdf help can be accessed here:
http://ricardo.ecn.wfu.edu/gretl/cgi-bin/current_fnfiles/unzipped/fsboost.pdf
Enjoy! Comments and suggestions are welcome.
Artur
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