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]]
>
> ______________________________________________
> R-help@r-project.org 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.
>
[[alternative HTML version deleted]]