Hi:
Haven't tried it yet personally, but since gamma regression is a special
case of generalized linear models, the package glmnet may be of service. Its
description reads:
Lasso and elastic-net regularized generalized linear models
HTH,
Dennis
On Tue, Aug 3, 2010 at 3:37 PM, Lars Bishop wrote
Hi,
I couldn't find a package to fit a penalized (lasso/ridge) Gamma regression
model. Does anybody know any?
Thanks in advance,
Lars.
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