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 <[email protected]> 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. > > [[alternative HTML version deleted]] > > ______________________________________________ > [email protected] mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide > http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > [[alternative HTML version deleted]] ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
