Hi Levi,
Thank you very much for your reply and concern.
There was a package till 2011...or even 2012...entitled "Generalized Path
Seeking" Regression in "R" which was using a combination of all of these
methods...as a way to regularize regression.
However, I presently can't find it. Thus, I was
Perhaps I am wrong, but I think there are only a few packages supporting
Elastic Net, and none of them also perform Best Subsets.
On Wed, Apr 17, 2013 at 8:46 AM, Christos Giannoulis wrote:
> Merhaba, Hello to you too Mehmet (Yasu ki sena)
>
> Thank you for your email and especially for sharing
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 Las
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 sq
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