dear lucas, yes you are right, segmented does not handle 'lars' objects.
Out of curisity, are you interested in selecting the number of breakpoints or in selecting additional covariates with linear parameters?
vito Il 06/06/2012 0.01, Lucas Santana dos Santos ha scritto:
Hi All, I am trying to fit a piecewise lasso regression, but package Segmented does not work with Lars objects. Does any know of any package or implementation of piecewise lasso regression? Thanks, Lucas ______________________________________________ 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.
-- ==================================== Vito M.R. Muggeo Dip.to Sc Statist e Matem `Vianelli' Università di Palermo viale delle Scienze, edificio 13 90128 Palermo - ITALY tel: 091 23895240 fax: 091 485726 http://dssm.unipa.it/vmuggeo ______________________________________________ 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.
