Re: [R] Regularized logistic regression

2011-06-21 Thread Frank Harrell
For quadratic penalization (generalization of ridge regression) the lrm function in the rms package supports this. See also the rms pentrace function. Frank djmuseR wrote: > > Hi: > > glmnet is a good place to start. > > HTH, > Dennis > > On Tue, Jun 21, 2011 at 12:01 AM, Markku Karhunen > <

Re: [R] Regularized logistic regression

2011-06-21 Thread Dennis Murphy
Hi: glmnet is a good place to start. HTH, Dennis On Tue, Jun 21, 2011 at 12:01 AM, Markku Karhunen wrote: > > Hi Community, > > I would like to do regularized logistic regression, e.g. lasso, plasso or > ridge regression. Can you recommend any packages? Low memory requirement / > computational

[R] Regularized logistic regression

2011-06-21 Thread Markku Karhunen
Hi Community, I would like to do regularized logistic regression, e.g. lasso, plasso or ridge regression. Can you recommend any packages? Low memory requirement / computational cheapness would be a plus. Markku Karhunen Uni. Helsinki __ R-help@r