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

2010-04-15 Thread Kenneth Lo
to be promising, but I 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 LA

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

2010-04-15 Thread Kenneth Lo
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 have

Re: [R] Compilation error on installing rgl package

2008-02-21 Thread Kenneth Lo
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.

[R] Compilation error on installing rgl package

2008-02-20 Thread Kenneth Lo
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* pac