LassoCMA-methods {CMA} | R Documentation |
The Lasso (Tibshirani, 1996) is one of the most popular
tools for simultaneous shrinkage and variable selection. Recently,
Young-Park and Hastie (2007) have developped and algorithm to
compute the entire solution path of the Lasso for an arbitrary
generalized linear model, implemented in the package glmpath
.
The method can be used for variable selection alone, s. GeneSelection
For references, further argument and output information, consult
LassoCMA
.