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.

Author
Trevor Hastie <hastie@stanford.edu> and Brad Efron <brad@stat.stanford.edu>
Date of publication
2013-04-24 09:46:12
Maintainer
Trevor Hastie <hastie@stanford.edu>
License
GPL-2
Version
1.2
URLs

View on CRAN

Man pages

cv.lars
Computes K-fold cross-validated error curve for lars
diabetes
Blood and other measurements in diabetics
lars
Fits Least Angle Regression, Lasso and Infinitesimal Forward...
lars-internal
Internal lars functions
plot.lars
Plot method for lars objects
predict.lars
Make predictions or extract coefficients from a fitted lars...
summary.lars
Summary method for lars objects

Files in this package

lars
lars/MD5
lars/src
lars/src/delcol.f
lars/man
lars/man/summary.lars.Rd
lars/man/predict.lars.Rd
lars/man/plot.lars.Rd
lars/man/lars.Rd
lars/man/lars-internal.Rd
lars/man/diabetes.Rd
lars/man/cv.lars.Rd
lars/inst
lars/inst/ratfor
lars/inst/ratfor/delcol.r
lars/data
lars/data/diabetes.RData
lars/R
lars/R/updateR.R
lars/R/summary.lars.R
lars/R/print.lars.R
lars/R/predict.lars.R
lars/R/plotCVLars.R
lars/R/plot.lars.R
lars/R/onAttach.R
lars/R/nnls.lars.R
lars/R/lars.R
lars/R/error.bars.R
lars/R/downdateR.R
lars/R/delcol.R
lars/R/cv.lars.R
lars/R/cv.folds.R
lars/R/coef.lars.R
lars/R/betabreaker.R
lars/R/backsolvet.R
lars/NAMESPACE
lars/INDEX
lars/DESCRIPTION