[R] Backwards Lasso

Alethea Rea alethea at math.auckland.ac.nz
Wed Feb 27 03:38:27 CET 2008


Has anyone computed a Backwards lasso with positive coefficients? I 
would like the R commands or guidance on fitting such a model.

The backwards lasso and positively constrained lasso are both described 
in Least Angle Regression, Efron etal 2002.



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