Mike Wolfgang
2006-Aug-18 15:17 UTC
[R] apply least angle regression to generalized linear models
Hello list, I've been searching around trying to find whether somebody has written such a package of least angle regression on generalized linear models, like what Lasso2 package does. The extension to generalized linear models is briefly discussed in the comment by D. Madigan and G. Ridgeway. Is such a package available? Thanks, Mike [[alternative HTML version deleted]]
Marc Schwartz (via MN)
2006-Aug-18 15:53 UTC
[R] apply least angle regression to generalized linear models
On Fri, 2006-08-18 at 11:17 -0400, Mike Wolfgang wrote:> Hello list, > > I've been searching around trying to find whether somebody has written such > a package of least angle regression on generalized linear models, like what > Lasso2 package does. The extension to generalized linear models is briefly > discussed in the comment by D. Madigan and G. Ridgeway. Is such a package > available? Thanks, > > MikeSee the aptly named 'lars' package on CRAN and the attendant paper here: http://www-stat.stanford.edu/~hastie/Papers/LARS/LeastAngle_2002.pdf You might also want to review Professor Hastie's presentation at useR! 2006 this past spring: http://www.r-project.org/useR-2006/Slides/Hastie.pdf HTH, Marc Schwartz
Liaw, Andy
2006-Aug-18 16:48 UTC
[R] apply least angle regression to generalized linear models
I believe `lars' does not currently fit glms. For that you'll probably need to look at `glar', at: http://www.insightful.com/Hesterberg/glars/default.asp HTH, Andy From: Marc Schwartz> > On Fri, 2006-08-18 at 11:17 -0400, Mike Wolfgang wrote: > > Hello list, > > > > I've been searching around trying to find whether somebody > has written > > such a package of least angle regression on generalized > linear models, > > like what > > Lasso2 package does. The extension to generalized linear models is > > briefly discussed in the comment by D. Madigan and G. Ridgeway. Is > > such a package available? Thanks, > > > > Mike > > See the aptly named 'lars' package on CRAN and the attendant > paper here: > > http://www-stat.stanford.edu/~hastie/Papers/LARS/LeastAngle_2002.pdf > > You might also want to review Professor Hastie's presentation at useR! > 2006 this past spring: > > http://www.r-project.org/useR-2006/Slides/Hastie.pdf > > HTH, > > Marc Schwartz > > ______________________________________________ > R-help at stat.math.ethz.ch mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide > http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > >