Augmented Prediction and Variable Select: Project Home – R-Forge

Project description

The project is be focused on the development of R wrappers for glmnet package in order to evaluate the added value of multiple predictors set to the predictive model. In addition the quality of variable selection would be evaluated.

Project Info

Tags: Multivariate Analysis, Multivariate Regression, PCA, Prediction, R, Rcpp, group lasso, lasso, model selection, regularization, sparse group lasso

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Registered: 2014-11-06 13:42
Activity Ranking: 0
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Vienna University of Economics and Business University of Wisconsin - Madison Powered By FusionForge