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.

AuthorTrevor Hastie <hastie@stanford.edu> and Brad Efron <brad@stat.stanford.edu>
Date of publication2013-04-24 09:46:12
MaintainerTrevor Hastie <hastie@stanford.edu>
LicenseGPL-2
Version1.2
http://www-stat.stanford.edu/~hastie/Papers/#LARS

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