R packages for "The Elements of Statistical Learning"
Lasso and elastic-net regularized generalized linear models.
Flexible and mixture
discriminant analysis .
(Efron, Hastie, Johnstone, Tibshirani).
Efficient version of lasso
(entire lasso sequence at cost of single least squares fit).
MART (gradient boosting).
Bootstrap and cross-validation .
Last modified: Mon Feb 8 2009