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

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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.

Author
Kei Hirose
Date of publication
2012-05-17 06:51:28
Maintainer
Kei Hirose <mail@keihirose.com>
License
GPL (>= 2)
Version
1.3
URLs

View on CRAN

Man pages

msgps
msgps (Model Selection Criteria via Generalized Path Seeking)
plot.msgps
plot the solution path from a "msgps" object.
predict.msgps
make predictions from a "msgps" object.
summary.msgps
A summary of "msgps" object..

Files in this package

msgps
msgps/MD5
msgps/src
msgps/src/Makevars
msgps/src/GPS_v3.2.c
msgps/R
msgps/R/summary.msgps.R
msgps/R/print.msgps.R
msgps/R/predict.msgps.R
msgps/R/plot.msgps.R
msgps/R/plot.df.R
msgps/R/msgps.R
msgps/R/gcv.dfgps.R
msgps/R/dfgps.R
msgps/R/cp.dfgps.R
msgps/R/coefmat.dfgps.R
msgps/R/coef.step.dfgps.R
msgps/R/coef.msgps.R
msgps/R/coef.dfgps.R
msgps/R/bic.dfgps.R
msgps/R/aicc.dfgps.R
msgps/NAMESPACE
msgps/man
msgps/man/summary.msgps.Rd
msgps/man/predict.msgps.Rd
msgps/man/plot.msgps.Rd
msgps/man/msgps.Rd
msgps/DESCRIPTION