Perhaps I am wrong, but I think there are only a few packages supporting Elastic Net, and none of them also perform Best Subsets.
On Wed, Apr 17, 2013 at 8:46 AM, Christos Giannoulis <cgiann...@gmail.com>wrote: > Merhaba, Hello to you too Mehmet (Yasu ki sena) > > Thank you for your email and especially for sharing this package. I > appreciate it. > > However, my feeling is that this package does not have the third component > of Best Subsets (pls correct me if I am wrong). It uses only a combination > of Ridge and Lasso. > > If you happen to know any other packages that uses all of them I would > greatly welcome and appreciate if you were so kind and share it. I tried to > search the cran lists but I am not sure I can found something like that. > That's why I was asking the R-community > > Thank you again for your prompt response! > > Cheers > > Christos > > On Wed, Apr 17, 2013 at 8:16 AM, Suzen, Mehmet <msu...@gmail.com> wrote: > > > Yasu, > > > > Try Elastic nets: > > http://cran.r-project.org/web/packages/pensim/index.html > > > > There some other packages supporting elastic nets: Just search the CRAN > > > > Cheers, > > Mehmet > > > > > > On 17 April 2013 13:19, Christos Giannoulis <cgiann...@gmail.com> wrote: > > > Hi all, > > > > > > I would greatly appreciate if someone was so kind and share with us a > > > package or method that uses a regularized regression approach that > > balances > > > a regression model performance and model complexity. > > > > > > That said I would be most grateful is there is an R-package that > combines > > > Ridge (sum of squares coefficients), Lasso: Sum of absolute > coefficients > > > and Best Subsets: Number of coefficients as methods of regularized > > > regression. > > > > > > Sincerely, > > > > > > Christos Giannoulis > > > > > > [[alternative HTML version deleted]] > > > > > > ______________________________________________ > > > R-help@r-project.org mailing list > > > https://stat.ethz.ch/mailman/listinfo/r-help > > > PLEASE do read the posting guide > > http://www.R-project.org/posting-guide.html > > > and provide commented, minimal, self-contained, reproducible code. > > > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide > http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
