R help - Aug 2006 - 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

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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

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
> 
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