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I did look into stats models, but this was a large library with more than I needed. I did not look into R.. Are there any lightweight alternatives in this language?



I think most or all of these models are in the R Standard lib


Not all as far as I know. For ridge regression you will want to install glmnet, for example. mgcv which is usually shipped with R provides access to a few common fast kernels which seem to be the ones python programmers are familiar with.


Can use lm.ridge from MASS instead of glmnet, but yeah there’s going to be some smoother not in R standard library


mgcv also provides many more varieties of splines than base R.




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