On Fri, 2006-09-15 at 18:49 -0400, Ravi Varadhan wrote: > Hi, > Is there an R implementation of least angle regression for binary response > modeling? I know that this question has been asked before, and I am also > 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 implemented > this in R? > Thanks for any help. > Best, > > Ravi This just came up last month. See this post: https://stat.ethz.ch/pipermail/r-help/2006-August/111352.html 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.
