[R-lang] lrm penalty/regularization/norm

[Lucien Carroll]

Hello,

I would like to specify a L1-norm (Laplace) regularization for a logistic
regression, and I'm having trouble figuring out how to do that. Do I
understand that documentation right in thinking that the penalty argument in
lrm() is setting the width of a Gaussian (L2-norm)? Is L1-norm possible with
lrm() or should I be looking at some other function?

Thanks.

-- 
Lucien S. Carroll
Graduate Student
SDSU & UCSD Linguistics
http://ling.ucsd.edu/~lucien
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