msgps: Degrees of freedom of elastic net, adaptive lasso and generalized elastic net

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.

Version: 1.3
Published: 2012-05-17
Author: Kei Hirose
Maintainer: Kei Hirose <mail at keihirose.com>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: http://www.keihirose.com/.
NeedsCompilation: yes
CRAN checks: msgps results

Downloads:

Reference manual: msgps.pdf
Package source: msgps_1.3.tar.gz
Windows binaries: r-devel: msgps_1.3.zip, r-release: msgps_1.3.zip, r-oldrel: msgps_1.3.zip
OS X El Capitan binaries: r-release: msgps_1.3.tgz
OS X Mavericks binaries: r-oldrel: msgps_1.3.tgz
Old sources: msgps archive

Reverse dependencies:

Reverse imports: DREGAR, SmoothWin

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