Hello, I would like to specify a L1-norm (Laplace) regularization for a logistic regression, and I'm having trouble figuring out how to do that. Do I understand that documentation right in thinking that the penalty argument in lrm() is setting the width of a Gaussian (L2-norm)? Is L1-norm possible with lrm() or should I be looking at some other function?
Thanks. -- Lucien S. Carroll Graduate Student SDSU & UCSD Linguistics http://ling.ucsd.edu/~lucien
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