Re: [R] Piecewise Lasso Regression

2012-06-08 Thread Lucas Santana dos Santos
K=30, > n.boot=0)) > plot(os, add=T, col=2) #have a look to results > > #extract the new model matrix > new.X<-model.matrix(os)[,os$nameUV$U] > > #finally use lars on y~new.X > > Hope this helps you, > vito > > Il 06/06/2012 15.48, Lucas Santana dos Santos ha

Re: [R] Piecewise Lasso Regression

2012-06-06 Thread Lucas Santana dos Santos
mented 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: &g

[R] Piecewise Lasso Regression

2012-06-05 Thread Lucas Santana dos Santos
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://s