lars

Least Angle Regression, Lasso and Forward Stagewise

Efficient procedures for fitting an entire lasso sequence with the cost of a single least squares fit. Least angle regression and infinitesimal forward stagewise regression are related to the lasso, as described in the paper below.

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Description file content

Package
lars
Type
Package
Version
1.2
Date
2013-04-23
Title
Least Angle Regression, Lasso and Forward Stagewise
Author
Trevor Hastie and Brad Efron
Maintainer
Trevor Hastie
Description
Efficient procedures for fitting an entire lasso sequence with the cost of a single least squares fit. Least angle regression and infinitesimal forward stagewise regression are related to the lasso, as described in the paper below.
Depends
R (>= 2.10)
License
GPL-2
URL
Packaged
2013-04-24 05:12:53 UTC; hastie
NeedsCompilation
yes
Repository
CRAN
Date/Publication
2013-04-24 09:46:12

install.packages('lars')

1.2

06 years ago

http://www-stat.stanford.edu/~hastie/Papers/#LARS

Trevor Hastie

GPL-2

Depends on

R (>= 2.10)

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