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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Package details

AuthorTrevor Hastie <[email protected]> and Brad Efron <[email protected]>
MaintainerTrevor Hastie <[email protected]>
Package repositoryView on CRAN
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lars documentation built on May 29, 2017, 9:12 a.m.