R truncated regularized iteratively re-weighted least squares (TR-IRLS)

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R truncated regularized iteratively re-weighted least squares (TR-IRLS)

DS-21

Hi,

is there any R version of

logistic regression implementation using  truncated regularized iteratively re-weighted least squares (TR-IRLS) ?

if not can someone create it as this seems to be an important advancement of logistic regression.



thanks

D

http://autonlab.org/autonweb/10538.html

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Re: R truncated regularized iteratively re-weighted least squares (TR-IRLS)

Simon Blomberg-4
R can already do IRLS, conjugate gradient optimisation and ridge
regression, so pulling all of them together may not be too hard. Care to
contribute any code?

Cheers,

Simon.

On Sun, 2008-06-22 at 13:58 -0400, DS wrote:

> Hi,
>
> is there any R version of
>
> logistic regression implementation using  truncated regularized iteratively re-weighted least squares (TR-IRLS) ?
>
> if not can someone create it as this seems to be an important advancement of logistic regression.
>
>
>
> thanks
>
> D
>
> http://autonlab.org/autonweb/10538.html
>
> ______________________________________________
> [hidden email] mailing list
> https://stat.ethz.ch/mailman/listinfo/r-devel
--
Simon Blomberg, BSc (Hons), PhD, MAppStat.
Lecturer and Consultant Statistician
Faculty of Biological and Chemical Sciences
The University of Queensland
St. Lucia Queensland 4072
Australia
Room 320 Goddard Building (8)
T: +61 7 3365 2506
http://www.uq.edu.au/~uqsblomb
email: S.Blomberg1_at_uq.edu.au

Policies:
1.  I will NOT analyse your data for you.
2.  Your deadline is your problem.

The combination of some data and an aching desire for
an answer does not ensure that a reasonable answer can
be extracted from a given body of data. - John Tukey.

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