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 ______________________________________________ R-help@stat.math.ethz.ch 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.
