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.

Getting started

Package details

AuthorTrevor Hastie <hastie@stanford.edu> and Brad Efron <brad@stat.stanford.edu>
MaintainerTrevor Hastie <hastie@stanford.edu>
LicenseGPL-2
Version1.3
URL https://doi.org/10.1214/009053604000000067
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("lars")

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lars documentation built on April 14, 2022, 1:06 a.m.