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 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
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--
===================================Vito M.R. Muggeo
Dip.to Sc Statist e Matem `Vianelli'
Universit? di Palermo
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