Gradient Directed Regularization for Linear Regression and Classification

PathSeeker with  R

PathSeeker(tm) is an implementation of the PathSeeker method for linear regression and classification described in Gradient Directed Regularization for Linear Regression and Classification (pdf).

The files provided here implement a rudimentary interface for using PathSeeker(tm) with the R statistical package.  R is freely available from The R Project for Statistical Computing. This R/PathSeeker interface runs on PC compatible computers with Windows NT/2000/XP or Linux. This present version of the R/PathSeeker interface will not function after December 29, 2008. Future versions will be available after that date.

Installation Instructions:

It is assumed that R has already been installed on the computer. The first step is to create a (target) directory in which to store the downloaded files. This directory should be used only for the R/PathSeeker installation and contain no other files or sub-directories. Its full path name must contain NO imbedded blanks. For Windows, this directory must reside on the same logical disk where R is installed.

                                          Windows NT/2000/XT




Complete documentation for each R/PathSeeker procedure is provided with associated help files, as described in the README.txt file provided with the installation. Some familiarity with the above paper helpful when experimenting with some of the more advanced features and options.