Re: [R] Piecewise Lasso Regression

2012-06-08 Thread Lucas Santana dos Santos
, vito Il 06/06/2012 15.48, Lucas Santana dos Santos ha scritto: Hi Vito, I am more interested in selecting the number of breakpoints. My data has some structure and I believe that fitting a piecewise regression would be of great benefit. Thanks, Lucas On Jun 6, 2012, at 4:54 AM

Re: [R] Piecewise Lasso Regression

2012-06-06 Thread Lucas Santana dos Santos
not handle 'lars' objects. Out of curisity, are you interested in selecting the number of breakpoints or in selecting additional covariates with linear parameters? vito Il 06/06/2012 0.01, Lucas Santana dos Santos ha scritto: Hi All, I am trying to fit a piecewise lasso regression

[R] Piecewise Lasso Regression

2012-06-05 Thread Lucas Santana dos Santos
Hi All, I am trying to fit a piecewise lasso regression, but package Segmented does not work with Lars objects. Does any know of any package or implementation of piecewise lasso regression? Thanks, Lucas __ R-help@r-project.org mailing list