Regularized logistic regression
For quadratic penalization (generalization of ridge regression) the lrm function in the rms package supports this. See also the rms pentrace function. Frank
djmuseR wrote:
Hi: glmnet is a good place to start. HTH, Dennis On Tue, Jun 21, 2011 at 12:01 AM, Markku Karhunen <markku.karhunen at helsinki.fi> wrote:
Hi Community, I would like to do regularized logistic regression, e.g. lasso, plasso or ridge regression. Can you recommend any packages? Low memory requirement / computational cheapness would be a plus. Markku Karhunen Uni. Helsinki
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______________________________________________ R-help at 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.
----- Frank Harrell Department of Biostatistics, Vanderbilt University -- View this message in context: http://r.789695.n4.nabble.com/Regularized-logistic-regression-tp3613537p3615373.html Sent from the R help mailing list archive at Nabble.com.