msgps (1.3)

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Degrees of freedom of elastic net, adaptive lasso and generalized elastic net.

http://www.keihirose.com/.
http://cran.r-project.org/web/packages/msgps

This package computes the degrees of freedom of the lasso, elastic net, generalized elastic net and adaptive lasso based on the generalized path seeking algorithm. The optimal model can be selected by model selection criteria including Mallows' Cp, bias-corrected AIC (AICc), generalized cross validation (GCV) and BIC.

Maintainer: Kei Hirose
Author(s): Kei Hirose

License: GPL (>= 2)

Uses: Does not use any package

Released almost 2 years ago.


1 previous version

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