RSiteSearch('penalized regression',restr='func')
RSiteSearch*'ridge regression', restr='func')
Or use CRAN's search capabilities in your browser. There is no need to post
such questions to the list.
Also, check out the LARS package, which might have more capabiliies and
flexibility along the lines you seek.
-- Bert Gunter
Genentech Non-Clinical Statistics
South San Francisco, CA
"The business of the statistician is to catalyze the scientific learning
process." - George E. P. Box
> -----Original Message-----
> From: r-help-bounces at stat.math.ethz.ch
> [mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of
> giancarlo ferrara
> Sent: Monday, March 20, 2006 8:46 AM
> To: r-help at stat.math.ethz.ch
> Subject: [R] help on regression
>
> Dear R-users,
> I would like to know if there is any way to minimize || y -
> Xb||^2 under the
> constraint b'b=1.
>
> Thank you
>
> Giancarlo
>
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>