Re: [R] Piecewise Lasso Regression

Dear Vito, Thank you very much for the advice - I will try it and see how the regression looks. Best, Lucas On Jun 6, 2012, at 11:45 AM, Vito Muggeo (UniPa) wrote: dear Lucas, If you are interested in selecting the number of breakpoints here a possible remedy: 1. Fit a segmented

Re: [R] Piecewise Lasso Regression

dear lucas, yes you are right, segmented does 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

Re: [R] Piecewise Lasso Regression

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, Vito Muggeo (UniPa) wrote: dear lucas, yes you are right, segmented does

Re: [R] Piecewise Lasso Regression

dear Lucas, If you are interested in selecting the number of breakpoints here a possible remedy: 1. Fit a segmented model with a large number of breakpoints via the arguments psi=NA and stop.if.error=FALSE in seg.control() (see the example below) 2. extract the model matrix relevant to the

[R] Piecewise Lasso Regression

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