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) |
| URL: | http://www.keihirose.com/. |
| CRAN checks: | msgps results |
| Package source: | msgps_1.3.tar.gz |
| MacOS X binary: | msgps_1.3.tgz |
| Windows binary: | msgps_1.3.zip |
| Reference manual: | msgps.pdf |
| Old sources: | msgps archive |