[Gretl-devel] Re: towards packages with R in the background
On Sat, 26 Oct 2019, Sven Schreiber wrote:
In particular -it's not a secret- Artur and I have been working
on a
partial wrapper for R's glmnet package. It's not finished yet, but
probably would be ready this Winter.
That would be excellent.
However, I consider it of the highest importance to have a native
implementation of LASSO (at least, but elastic net would be nice too)
ready as soon as time allows. Allin and I talked about it briefly in June.
I guess we could start thinking about it.
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Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucchetti(a)univpm.it
http://www2.econ.univpm.it/servizi/hpp/lucchetti
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