PathSeeker

Gradient Directed Regularization for Linear Regression and Classification

PathSeeker implements the robust regularized linear regression and classification procedures described in Gradient directed regularization for linear regression and classification (Friedman & Popescu 2004). It runs on PC compatible computers under Windows or Linux.

There are two different implementations:

            PS^lite  stand alone package that can be executed from a command window (download)

           R/PathSeeker  interface to the statistical package R (download)

Both implement all of the features described in Friedman & Popescu 2004.