Merhaba, Hello to you too Mehmet (Yasu ki sena) Thank you for your email and especially for sharing this package. I appreciate it.
However, my feeling is that this package does not have the third component of Best Subsets (pls correct me if I am wrong). It uses only a combination of Ridge and Lasso. If you happen to know any other packages that uses all of them I would greatly welcome and appreciate if you were so kind and share it. I tried to search the cran lists but I am not sure I can found something like that. That's why I was asking the R-community Thank you again for your prompt response! Cheers Christos On Wed, Apr 17, 2013 at 8:16 AM, Suzen, Mehmet <msu...@gmail.com> wrote: > Yasu, > > Try Elastic nets: > http://cran.r-project.org/web/packages/pensim/index.html > > There some other packages supporting elastic nets: Just search the CRAN > > Cheers, > Mehmet > > > On 17 April 2013 13:19, Christos Giannoulis <cgiann...@gmail.com> wrote: > > Hi all, > > > > I would greatly appreciate if someone was so kind and share with us a > > package or method that uses a regularized regression approach that > balances > > a regression model performance and model complexity. > > > > That said I would be most grateful is there is an R-package that combines > > Ridge (sum of squares coefficients), Lasso: Sum of absolute coefficients > > and Best Subsets: Number of coefficients as methods of regularized > > regression. > > > > Sincerely, > > > > Christos Giannoulis > > > > [[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]] ______________________________________________ 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.
