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Multivariate Adaptive Regression Spline Models: Build regression models using the techniques in Friedman's papers "Fast MARS" and "Multivariate Adaptive Regression Splines". (The term "MARS" is [...]
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L1 Regularization Path for Generalized Linear Models and Cox Proportional Hazards Model: A path-following algorithm for L1 regularized generalized linear models and Cox proportional hazards model
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Least Angle Regression, Lasso and Forward Stagewise: Efficient procedures for fitting an entire lasso sequence with the cost of a single least squares fit. Least angle regression and infinitessimal [...]
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svmpath: the SVM Path algorithm: Computes the entire regularization path for the two-class svm classifier with essentialy the same cost as a single SVM fit.
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