[R] Efficient algorithm to get a solution path for ridge regression?

With the use of the LARS algorithm, a path of solutions corresponding to a sequence of the regularization parameter can be obtained for LASSO (or even the elastic net, a hybrid between LASSO and ridge) at the cost of one linear regression. In terms of computational speed LASSO seems to

Re: [R] Efficient algorithm to get a solution path for ridge regression?

need to check the source code to see if they really implement an efficient algorithm as desired. Any input to this would be much appreciated. Thanks again. On 15-Apr-10, at 8:49 AM, Charles C. Berry wrote: On Wed, 14 Apr 2010, Kenneth Lo wrote: With the use of the LARS algorithm, a path

Re: [R] Compilation error on installing rgl package

Thank you for your reply. Hope that it will be available soon. Kenneth --- Duncan Murdoch [EMAIL PROTECTED] wrote: On 20/02/2008 4:54 PM, Kenneth Lo wrote: Hi all, I encountered difficulties when I tried to install the rgl package. I'm using R devel (2.7.0) on Mac OS X 10.5.1

[R] Compilation error on installing rgl package

Hi all, I encountered difficulties when I tried to install the rgl package. I'm using R devel (2.7.0) on Mac OS X 10.5.1. Below is the message popping up when compiling the package from source. I'd be grateful if someone can help me solve the problem. Thanks, Kenneth * Installing *source*