R help - Aug 2010 - Penalized Gamma GLM

Hi,

I couldn't find a package to fit a penalized (lasso/ridge) Gamma regression
model. Does anybody know any?

Thanks in advance,

Lars.

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Hi:

Haven't tried it yet personally, but since gamma regression is a special
case of generalized linear models, the package glmnet may be of service. Its
description reads:

Lasso and elastic-net regularized generalized linear models

HTH,
Dennis

On Tue, Aug 3, 2010 at 3:37 PM, Lars Bishop <lars52r@gmail.com> wrote:
> Hi,
>
> I couldn't find a package to fit a penalized (lasso/ridge) Gamma
regression
> model. Does anybody know any?
>
> Thanks in advance,
>
> Lars.
>
>        [[alternative HTML version deleted]]
>
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