Hi Vito, I am more interested in selecting the number of breakpoints. My data has some structure and I believe that fitting a piecewise regression would be of great benefit.
Thanks, Lucas On Jun 6, 2012, at 4:54 AM, Vito Muggeo (UniPa) wrote: > 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.