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.