[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?

On Wed, 14 Apr 2010, Kenneth Lo wrote: 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

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

Thanks for your pointer. I looked into Applied Regression Analysis by Draper and Smith, and the ridge trace solution can be obtained efficiently by expressing it in canonical form. It could be coded without much difficulty, but I'm just wondering if there's any package which has already