Efficient procedures for fitting an entire lasso sequence with the cost of a single least squares fit. Least angle regression and infinitessimal forward stagewise regression are related to the lasso, as described in the paper below.
| Version: | 0.9-7 |
| Published: | 2009-02-25 |
| Author: | Trevor Hastie and Brad Efron |
| Maintainer: | Trevor Hastie <hastie at stanford.edu> |
| License: | GPL (≥ 2) |
| URL: | http://www-stat.stanford.edu/~hastie/Papers/#LARS |
| In views: | MachineLearning |
| CRAN checks: | lars results |
| Package source: | lars_0.9-7.tar.gz |
| MacOS X binary: | lars_0.9-7.tgz |
| Windows binary: | lars_0.9-7.zip |
| Reference manual: | lars.pdf |
| Old sources: | lars archive |
| Reverse depends: | GGMselect, RXshrink, chemometrics, elasticnet, monomvn, relaxo, scout, sparseLDA, timereg |
| Reverse suggests: | ElemStatLearn, caret |