R packages which implements most known linear model families in a single unifier method called "lm2":
Partial least squares
Ridge regression
Lasso, LAR (least angular regression), IFSR
Principal components regression
Best subset selection
...
Loss function used is RSS
For any additional linear regression methods, please let me know as azzouz.marouen@gmail.com
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R packages which implements most known linear regression model: pls, OLS, ridge, lasso, LAR, principal components regression...
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mmarouen/linear-Models-Regression
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R packages which implements most known linear regression model: pls, OLS, ridge, lasso, LAR, principal components regression...
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