Merhaba, Hello to you too Mehmet (Yasu ki sena)
Thank you for your email and especially for sharing this package. I
appreciate it.
However, my feeling is that this package does not have the third component
of Best Subsets (pls correct me if I am wrong). It uses only a combination
of Ridge and Lasso.
If you happen to know any other packages that uses all of them I would
greatly welcome and appreciate if you were so kind and share it. I tried to
search the cran lists but I am not sure I can found something like that.
That's why I was asking the R-community
Thank you again for your prompt response!
Cheers
Christos
On Wed, Apr 17, 2013 at 8:16 AM, Suzen, Mehmet <msuzen@gmail.com> wrote:
> Yasu,
>
> Try Elastic nets:
> http://cran.r-project.org/web/packages/pensim/index.html
>
> There some other packages supporting elastic nets: Just search the CRAN
>
> Cheers,
> Mehmet
>
>
> On 17 April 2013 13:19, Christos Giannoulis <cgiannoul@gmail.com>
wrote:
> > Hi all,
> >
> > I would greatly appreciate if someone was so kind and share with us a
> > package or method that uses a regularized regression approach that
> balances
> > a regression model performance and model complexity.
> >
> > That said I would be most grateful is there is an R-package that
combines
> > Ridge (sum of squares coefficients), Lasso: Sum of absolute
coefficients
> > and Best Subsets: Number of coefficients as methods of regularized
> > regression.
> >
> > Sincerely,
> >
> > Christos Giannoulis
> >
> > [[alternative HTML version deleted]]
> >
> > ______________________________________________
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> > and provide commented, minimal, self-contained, reproducible code.
>
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