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.
|Author||Trevor Hastie <[email protected]> and Brad Efron <[email protected]>|
|Maintainer||Trevor Hastie <[email protected]>|
|Package repository||View on CRAN|
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