cv.lars: Computes K-fold cross-validated error curve for lars

Description Usage Arguments Value Author(s) References Examples

View source: R/cv.lars.R

Description

Computes the K-fold cross-validated mean squared prediction error for lars, lasso, or forward stagewise.

Usage

1
2
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cv.lars(x, y, K = 10, index, 
    trace = FALSE, plot.it = TRUE, se = TRUE,type = c("lasso", "lar", "forward.stagewise", "stepwise"),
         mode=c("fraction", "step"), ...)

Arguments

x

Input to lars

y

Input to lars

K

Number of folds

index

Abscissa values at which CV curve should be computed. If mode="fraction" this is the fraction of the saturated |beta|. The default value in this case is index=seq(from = 0, to = 1, length =100). If mode="step", this is the number of steps in lars procedure. The default is complex in this case, and depends on whether N>p or not. In principal it is index=1:p. Users can supply their own values of index (with care).

trace

Show computations?

plot.it

Plot it?

se

Include standard error bands?

type

type of lars fit, with default "lasso"

mode

This refers to the index that is used for cross-validation. The default is "fraction" for type="lasso" or type="forward.stagewise". For type="lar" or type="stepwise" the default is "step"

...

Additional arguments to lars

Value

Invisibly returns a list with components (which can be plotted using plotCVlars)

index

As above

cv

The CV curve at each value of index

cv.error

The standard error of the CV curve

mode

As above

Author(s)

Trevor Hastie

References

Efron, Hastie, Johnstone and Tibshirani (2003) "Least Angle Regression" (with discussion) Annals of Statistics; see also http://www-stat.stanford.edu/~hastie/Papers/LARS/LeastAngle_2002.pdf.

Examples

1
2
3
4

Example output

Loaded lars 1.2

LASSO sequence
Computing X'X .....
LARS Step 1 :	 Variable 3 	added
LARS Step 2 :	 Variable 9 	added
LARS Step 3 :	 Variable 4 	added
LARS Step 4 :	 Variable 7 	added
LARS Step 5 :	 Variable 37 	added
LARS Step 6 :	 Variable 20 	added
LARS Step 7 :	 Variable 12 	added
LARS Step 8 :	 Variable 19 	added
LARS Step 9 :	 Variable 28 	added
LARS Step 10 :	 Variable 2 	added
LARS Step 11 :	 Variable 22 	added
LARS Step 12 :	 Variable 5 	added
LARS Step 13 :	 Variable 30 	added
LARS Step 14 :	 Variable 29 	added
LARS Step 15 :	 Variable 10 	added
LARS Step 16 :	 Variable 60 	added
LARS Step 17 :	 Variable 33 	added
LARS Step 18 :	 Variable 57 	added
LARS Step 19 :	 Variable 52 	added
LARS Step 20 :	 Variable 46 	added
LARS Step 21 :	 Variable 24 	added
LARS Step 22 :	 Variable 63 	added
LARS Step 23 :	 Variable 58 	added
LARS Step 24 :	 Variable 59 	added
LARS Step 25 :	 Variable 49 	added
LARS Step 26 :	 Variable 51 	added
LARS Step 27 :	 Variable 11 	added
LARS Step 28 :	 Variable 62 	added
LARS Step 29 :	 Variable 1 	added
LARS Step 30 :	 Variable 36 	added
LARS Step 31 :	 Variable 35 	added
LARS Step 32 :	 Variable 25 	added
Lasso Step 33 :	 Variable 58 	dropped
LARS Step 34 :	 Variable 27 	added
LARS Step 35 :	 Variable 38 	added
LARS Step 36 :	 Variable 45 	added
LARS Step 37 :	 Variable 50 	added
LARS Step 38 :	 Variable 61 	added
LARS Step 39 :	 Variable 17 	added
Lasso Step 40 :	 Variable 51 	dropped
LARS Step 41 :	 Variable 13 	added
LARS Step 42 :	 Variable 40 	added
LARS Step 43 :	 Variable 55 	added
LARS Step 44 :	 Variable 18 	added
LARS Step 45 :	 Variable 53 	added
LARS Step 46 :	 Variable 26 	added
LARS Step 47 :	 Variable 64 	added
LARS Step 48 :	 Variable 47 	added
Lasso Step 49 :	 Variable 59 	dropped
LARS Step 50 :	 Variable 31 	added
LARS Step 51 :	 Variable 34 	added
LARS Step 52 :	 Variable 23 	added
LARS Step 53 :	 Variable 54 	added
LARS Step 54 :	 Variable 42 	added
LARS Step 55 :	 Variable 48 	added
LARS Step 56 :	 Variable 39 	added
Lasso Step 57 :	 Variable 62 	dropped
LARS Step 58 :	 Variable 16 	added
Lasso Step 59 :	 Variable 24 	dropped
Lasso Step 60 :	 Variable 42 	dropped
LARS Step 61 :	 Variable 41 	added
LARS Step 62 :	 Variable 14 	added
LARS Step 63 :	 Variable 32 	added
LARS Step 64 :	 Variable 42 	added
LARS Step 65 :	 Variable 56 	added
Lasso Step 66 :	 Variable 50 	dropped
Lasso Step 67 :	 Variable 33 	dropped
LARS Step 68 :	 Variable 59 	added
LARS Step 69 :	 Variable 21 	added
LARS Step 70 :	 Variable 44 	added
LARS Step 71 :	 Variable 58 	added
LARS Step 72 :	 Variable 24 	added
Lasso Step 73 :	 Variable 48 	dropped
LARS Step 74 :	 Variable 33 	added
LARS Step 75 :	 Variable 43 	added
LARS Step 76 :	 Variable 8 	added
LARS Step 77 :	 Variable 48 	added
Lasso Step 78 :	 Variable 16 	dropped
LARS Step 79 :	 Variable 50 	added
LARS Step 80 :	 Variable 62 	added
Computing residuals, RSS etc .....

 CV Fold 1 

LASSO sequence
Computing X'X .....
LARS Step 1 :	 Variable 3 	added
LARS Step 2 :	 Variable 9 	added
LARS Step 3 :	 Variable 4 	added
LARS Step 4 :	 Variable 7 	added
LARS Step 5 :	 Variable 37 	added
LARS Step 6 :	 Variable 20 	added
LARS Step 7 :	 Variable 43 	added
LARS Step 8 :	 Variable 22 	added
LARS Step 9 :	 Variable 29 	added
LARS Step 10 :	 Variable 28 	added
LARS Step 11 :	 Variable 2 	added
LARS Step 12 :	 Variable 10 	added
LARS Step 13 :	 Variable 33 	added
LARS Step 14 :	 Variable 27 	added
LARS Step 15 :	 Variable 30 	added
LARS Step 16 :	 Variable 11 	added
LARS Step 17 :	 Variable 19 	added
LARS Step 18 :	 Variable 34 	added
LARS Step 19 :	 Variable 32 	added
LARS Step 20 :	 Variable 46 	added
LARS Step 21 :	 Variable 59 	added
LARS Step 22 :	 Variable 60 	added
LARS Step 23 :	 Variable 24 	added
LARS Step 24 :	 Variable 52 	added
LARS Step 25 :	 Variable 49 	added
LARS Step 26 :	 Variable 1 	added
LARS Step 27 :	 Variable 58 	added
LARS Step 28 :	 Variable 57 	added
LARS Step 29 :	 Variable 5 	added
LARS Step 30 :	 Variable 25 	added
LARS Step 31 :	 Variable 42 	added
LARS Step 32 :	 Variable 51 	added
LARS Step 33 :	 Variable 62 	added
LARS Step 34 :	 Variable 44 	added
Lasso Step 35 :	 Variable 34 	dropped
LARS Step 36 :	 Variable 54 	added
LARS Step 37 :	 Variable 36 	added
LARS Step 38 :	 Variable 63 	added
LARS Step 39 :	 Variable 17 	added
LARS Step 40 :	 Variable 34 	added
LARS Step 41 :	 Variable 12 	added
LARS Step 42 :	 Variable 64 	added
LARS Step 43 :	 Variable 41 	added
LARS Step 44 :	 Variable 53 	added
Lasso Step 45 :	 Variable 63 	dropped
LARS Step 46 :	 Variable 61 	added
LARS Step 47 :	 Variable 63 	added
Lasso Step 48 :	 Variable 54 	dropped
LARS Step 49 :	 Variable 50 	added
LARS Step 50 :	 Variable 8 	added
Lasso Step 51 :	 Variable 51 	dropped
LARS Step 52 :	 Variable 26 	added
LARS Step 53 :	 Variable 18 	added
LARS Step 54 :	 Variable 21 	added
LARS Step 55 :	 Variable 55 	added
LARS Step 56 :	 Variable 13 	added
LARS Step 57 :	 Variable 51 	added
Lasso Step 58 :	 Variable 59 	dropped
LARS Step 59 :	 Variable 14 	added
Lasso Step 60 :	 Variable 51 	dropped
LARS Step 61 :	 Variable 31 	added
LARS Step 62 :	 Variable 16 	added
LARS Step 63 :	 Variable 35 	added
Lasso Step 64 :	 Variable 50 	dropped
LARS Step 65 :	 Variable 47 	added
LARS Step 66 :	 Variable 45 	added
Lasso Step 67 :	 Variable 62 	dropped
LARS Step 68 :	 Variable 48 	added
Lasso Step 69 :	 Variable 45 	dropped
Lasso Step 70 :	 Variable 42 	dropped
LARS Step 71 :	 Variable 38 	added
LARS Step 72 :	 Variable 39 	added
LARS Step 73 :	 Variable 42 	added
Lasso Step 74 :	 Variable 58 	dropped
LARS Step 75 :	 Variable 23 	added
LARS Step 76 :	 Variable 15 	added
LARS Step 77 :	 Variable 54 	added
LARS Step 78 :	 Variable 59 	added
Lasso Step 79 :	 Variable 47 	dropped
Lasso Step 80 :	 Variable 33 	dropped
Computing residuals, RSS etc .....

 CV Fold 2 

LASSO sequence
Computing X'X .....
LARS Step 1 :	 Variable 9 	added
LARS Step 2 :	 Variable 3 	added
LARS Step 3 :	 Variable 4 	added
LARS Step 4 :	 Variable 7 	added
LARS Step 5 :	 Variable 37 	added
LARS Step 6 :	 Variable 19 	added
LARS Step 7 :	 Variable 20 	added
LARS Step 8 :	 Variable 12 	added
LARS Step 9 :	 Variable 22 	added
LARS Step 10 :	 Variable 2 	added
LARS Step 11 :	 Variable 10 	added
LARS Step 12 :	 Variable 33 	added
LARS Step 13 :	 Variable 28 	added
LARS Step 14 :	 Variable 34 	added
LARS Step 15 :	 Variable 29 	added
LARS Step 16 :	 Variable 46 	added
LARS Step 17 :	 Variable 25 	added
LARS Step 18 :	 Variable 30 	added
LARS Step 19 :	 Variable 27 	added
LARS Step 20 :	 Variable 11 	added
LARS Step 21 :	 Variable 1 	added
LARS Step 22 :	 Variable 5 	added
Lasso Step 23 :	 Variable 33 	dropped
LARS Step 24 :	 Variable 24 	added
LARS Step 25 :	 Variable 44 	added
LARS Step 26 :	 Variable 52 	added
LARS Step 27 :	 Variable 57 	added
LARS Step 28 :	 Variable 16 	added
LARS Step 29 :	 Variable 33 	added
LARS Step 30 :	 Variable 49 	added
LARS Step 31 :	 Variable 38 	added
LARS Step 32 :	 Variable 62 	added
LARS Step 33 :	 Variable 32 	added
LARS Step 34 :	 Variable 59 	added
LARS Step 35 :	 Variable 63 	added
LARS Step 36 :	 Variable 53 	added
LARS Step 37 :	 Variable 47 	added
LARS Step 38 :	 Variable 64 	added
LARS Step 39 :	 Variable 8 	added
LARS Step 40 :	 Variable 13 	added
Lasso Step 41 :	 Variable 46 	dropped
LARS Step 42 :	 Variable 61 	added
LARS Step 43 :	 Variable 18 	added
LARS Step 44 :	 Variable 36 	added
LARS Step 45 :	 Variable 45 	added
Lasso Step 46 :	 Variable 16 	dropped
LARS Step 47 :	 Variable 54 	added
LARS Step 48 :	 Variable 41 	added
LARS Step 49 :	 Variable 60 	added
LARS Step 50 :	 Variable 55 	added
LARS Step 51 :	 Variable 16 	added
LARS Step 52 :	 Variable 43 	added
LARS Step 53 :	 Variable 35 	added
LARS Step 54 :	 Variable 26 	added
LARS Step 55 :	 Variable 42 	added
LARS Step 56 :	 Variable 50 	added
LARS Step 57 :	 Variable 17 	added
LARS Step 58 :	 Variable 14 	added
Lasso Step 59 :	 Variable 50 	dropped
Lasso Step 60 :	 Variable 59 	dropped
LARS Step 61 :	 Variable 31 	added
LARS Step 62 :	 Variable 23 	added
LARS Step 63 :	 Variable 39 	added
Lasso Step 64 :	 Variable 35 	dropped
Lasso Step 65 :	 Variable 42 	dropped
Lasso Step 66 :	 Variable 16 	dropped
LARS Step 67 :	 Variable 46 	added
LARS Step 68 :	 Variable 56 	added
LARS Step 69 :	 Variable 15 	added
Lasso Step 70 :	 Variable 24 	dropped
LARS Step 71 :	 Variable 35 	added
LARS Step 72 :	 Variable 48 	added
LARS Step 73 :	 Variable 40 	added
LARS Step 74 :	 Variable 21 	added
LARS Step 75 :	 Variable 42 	added
Lasso Step 76 :	 Variable 45 	dropped
Lasso Step 77 :	 Variable 52 	dropped
LARS Step 78 :	 Variable 16 	added
LARS Step 79 :	 Variable 59 	added
Lasso Step 80 :	 Variable 16 	dropped
Computing residuals, RSS etc .....

 CV Fold 3 

LASSO sequence
Computing X'X .....
LARS Step 1 :	 Variable 3 	added
LARS Step 2 :	 Variable 9 	added
LARS Step 3 :	 Variable 4 	added
LARS Step 4 :	 Variable 7 	added
LARS Step 5 :	 Variable 37 	added
LARS Step 6 :	 Variable 20 	added
LARS Step 7 :	 Variable 19 	added
LARS Step 8 :	 Variable 22 	added
LARS Step 9 :	 Variable 28 	added
LARS Step 10 :	 Variable 2 	added
LARS Step 11 :	 Variable 12 	added
LARS Step 12 :	 Variable 11 	added
LARS Step 13 :	 Variable 27 	added
LARS Step 14 :	 Variable 60 	added
LARS Step 15 :	 Variable 46 	added
LARS Step 16 :	 Variable 10 	added
LARS Step 17 :	 Variable 52 	added
LARS Step 18 :	 Variable 29 	added
LARS Step 19 :	 Variable 33 	added
LARS Step 20 :	 Variable 54 	added
LARS Step 21 :	 Variable 58 	added
LARS Step 22 :	 Variable 5 	added
LARS Step 23 :	 Variable 24 	added
LARS Step 24 :	 Variable 38 	added
LARS Step 25 :	 Variable 59 	added
LARS Step 26 :	 Variable 25 	added
LARS Step 27 :	 Variable 62 	added
LARS Step 28 :	 Variable 57 	added
LARS Step 29 :	 Variable 61 	added
LARS Step 30 :	 Variable 49 	added
LARS Step 31 :	 Variable 44 	added
LARS Step 32 :	 Variable 30 	added
LARS Step 33 :	 Variable 1 	added
LARS Step 34 :	 Variable 63 	added
LARS Step 35 :	 Variable 36 	added
LARS Step 36 :	 Variable 53 	added
LARS Step 37 :	 Variable 32 	added
Lasso Step 38 :	 Variable 60 	dropped
LARS Step 39 :	 Variable 50 	added
LARS Step 40 :	 Variable 8 	added
LARS Step 41 :	 Variable 64 	added
LARS Step 42 :	 Variable 55 	added
LARS Step 43 :	 Variable 60 	added
Lasso Step 44 :	 Variable 54 	dropped
LARS Step 45 :	 Variable 17 	added
LARS Step 46 :	 Variable 48 	added
Lasso Step 47 :	 Variable 60 	dropped
LARS Step 48 :	 Variable 35 	added
Lasso Step 49 :	 Variable 59 	dropped
LARS Step 50 :	 Variable 18 	added
LARS Step 51 :	 Variable 60 	added
LARS Step 52 :	 Variable 42 	added
Lasso Step 53 :	 Variable 48 	dropped
LARS Step 54 :	 Variable 43 	added
LARS Step 55 :	 Variable 40 	added
Lasso Step 56 :	 Variable 58 	dropped
LARS Step 57 :	 Variable 21 	added
LARS Step 58 :	 Variable 16 	added
Lasso Step 59 :	 Variable 62 	dropped
LARS Step 60 :	 Variable 26 	added
LARS Step 61 :	 Variable 41 	added
LARS Step 62 :	 Variable 39 	added
LARS Step 63 :	 Variable 58 	added
LARS Step 64 :	 Variable 47 	added
LARS Step 65 :	 Variable 31 	added
LARS Step 66 :	 Variable 34 	added
LARS Step 67 :	 Variable 62 	added
Lasso Step 68 :	 Variable 42 	dropped
LARS Step 69 :	 Variable 45 	added
LARS Step 70 :	 Variable 48 	added
Lasso Step 71 :	 Variable 46 	dropped
LARS Step 72 :	 Variable 13 	added
LARS Step 73 :	 Variable 14 	added
LARS Step 74 :	 Variable 42 	added
LARS Step 75 :	 Variable 15 	added
LARS Step 76 :	 Variable 59 	added
Lasso Step 77 :	 Variable 33 	dropped
LARS Step 78 :	 Variable 46 	added
Lasso Step 79 :	 Variable 50 	dropped
LARS Step 80 :	 Variable 51 	added
Computing residuals, RSS etc .....

 CV Fold 4 

LASSO sequence
Computing X'X .....
LARS Step 1 :	 Variable 3 	added
LARS Step 2 :	 Variable 9 	added
LARS Step 3 :	 Variable 4 	added
LARS Step 4 :	 Variable 7 	added
LARS Step 5 :	 Variable 20 	added
LARS Step 6 :	 Variable 37 	added
LARS Step 7 :	 Variable 63 	added
LARS Step 8 :	 Variable 43 	added
LARS Step 9 :	 Variable 22 	added
LARS Step 10 :	 Variable 27 	added
LARS Step 11 :	 Variable 12 	added
LARS Step 12 :	 Variable 10 	added
LARS Step 13 :	 Variable 2 	added
LARS Step 14 :	 Variable 28 	added
LARS Step 15 :	 Variable 19 	added
LARS Step 16 :	 Variable 11 	added
Lasso Step 17 :	 Variable 28 	dropped
LARS Step 18 :	 Variable 30 	added
LARS Step 19 :	 Variable 33 	added
LARS Step 20 :	 Variable 46 	added
LARS Step 21 :	 Variable 5 	added
LARS Step 22 :	 Variable 58 	added
LARS Step 23 :	 Variable 62 	added
LARS Step 24 :	 Variable 17 	added
LARS Step 25 :	 Variable 1 	added
LARS Step 26 :	 Variable 24 	added
LARS Step 27 :	 Variable 25 	added
LARS Step 28 :	 Variable 47 	added
LARS Step 29 :	 Variable 38 	added
LARS Step 30 :	 Variable 29 	added
LARS Step 31 :	 Variable 57 	added
LARS Step 32 :	 Variable 32 	added
LARS Step 33 :	 Variable 49 	added
LARS Step 34 :	 Variable 21 	added
LARS Step 35 :	 Variable 53 	added
LARS Step 36 :	 Variable 51 	added
LARS Step 37 :	 Variable 35 	added
LARS Step 38 :	 Variable 61 	added
LARS Step 39 :	 Variable 48 	added
LARS Step 40 :	 Variable 52 	added
LARS Step 41 :	 Variable 50 	added
LARS Step 42 :	 Variable 28 	added
Lasso Step 43 :	 Variable 51 	dropped
LARS Step 44 :	 Variable 44 	added
LARS Step 45 :	 Variable 36 	added
LARS Step 46 :	 Variable 18 	added
LARS Step 47 :	 Variable 13 	added
LARS Step 48 :	 Variable 42 	added
Lasso Step 49 :	 Variable 58 	dropped
LARS Step 50 :	 Variable 34 	added
LARS Step 51 :	 Variable 40 	added
LARS Step 52 :	 Variable 26 	added
LARS Step 53 :	 Variable 31 	added
LARS Step 54 :	 Variable 60 	added
Lasso Step 55 :	 Variable 35 	dropped
Lasso Step 56 :	 Variable 46 	dropped
LARS Step 57 :	 Variable 16 	added
LARS Step 58 :	 Variable 15 	added
LARS Step 59 :	 Variable 58 	added
LARS Step 60 :	 Variable 54 	added
LARS Step 61 :	 Variable 39 	added
Lasso Step 62 :	 Variable 50 	dropped
LARS Step 63 :	 Variable 56 	added
Lasso Step 64 :	 Variable 33 	dropped
Lasso Step 65 :	 Variable 54 	dropped
LARS Step 66 :	 Variable 51 	added
LARS Step 67 :	 Variable 54 	added
LARS Step 68 :	 Variable 23 	added
Lasso Step 69 :	 Variable 16 	dropped
LARS Step 70 :	 Variable 55 	added
Lasso Step 71 :	 Variable 52 	dropped
LARS Step 72 :	 Variable 46 	added
Lasso Step 73 :	 Variable 54 	dropped
LARS Step 74 :	 Variable 8 	added
LARS Step 75 :	 Variable 59 	added
LARS Step 76 :	 Variable 35 	added
Lasso Step 77 :	 Variable 51 	dropped
LARS Step 78 :	 Variable 33 	added
Lasso Step 79 :	 Variable 42 	dropped
LARS Step 80 :	 Variable 54 	added
Computing residuals, RSS etc .....

 CV Fold 5 

LASSO sequence
Computing X'X .....
LARS Step 1 :	 Variable 3 	added
LARS Step 2 :	 Variable 9 	added
LARS Step 3 :	 Variable 4 	added
LARS Step 4 :	 Variable 7 	added
LARS Step 5 :	 Variable 37 	added
LARS Step 6 :	 Variable 20 	added
LARS Step 7 :	 Variable 19 	added
LARS Step 8 :	 Variable 22 	added
LARS Step 9 :	 Variable 28 	added
LARS Step 10 :	 Variable 2 	added
LARS Step 11 :	 Variable 12 	added
LARS Step 12 :	 Variable 43 	added
LARS Step 13 :	 Variable 30 	added
LARS Step 14 :	 Variable 10 	added
LARS Step 15 :	 Variable 11 	added
LARS Step 16 :	 Variable 52 	added
LARS Step 17 :	 Variable 5 	added
LARS Step 18 :	 Variable 27 	added
LARS Step 19 :	 Variable 62 	added
LARS Step 20 :	 Variable 33 	added
LARS Step 21 :	 Variable 46 	added
LARS Step 22 :	 Variable 51 	added
Lasso Step 23 :	 Variable 28 	dropped
LARS Step 24 :	 Variable 24 	added
LARS Step 25 :	 Variable 44 	added
LARS Step 26 :	 Variable 25 	added
LARS Step 27 :	 Variable 59 	added
LARS Step 28 :	 Variable 28 	added
LARS Step 29 :	 Variable 58 	added
LARS Step 30 :	 Variable 18 	added
LARS Step 31 :	 Variable 45 	added
Lasso Step 32 :	 Variable 18 	dropped
Lasso Step 33 :	 Variable 44 	dropped
LARS Step 34 :	 Variable 29 	added
LARS Step 35 :	 Variable 42 	added
LARS Step 36 :	 Variable 18 	added
LARS Step 37 :	 Variable 57 	added
Lasso Step 38 :	 Variable 18 	dropped
LARS Step 39 :	 Variable 49 	added
LARS Step 40 :	 Variable 63 	added
LARS Step 41 :	 Variable 53 	added
LARS Step 42 :	 Variable 32 	added
LARS Step 43 :	 Variable 36 	added
LARS Step 44 :	 Variable 38 	added
LARS Step 45 :	 Variable 64 	added
LARS Step 46 :	 Variable 50 	added
LARS Step 47 :	 Variable 8 	added
LARS Step 48 :	 Variable 41 	added
LARS Step 49 :	 Variable 18 	added
LARS Step 50 :	 Variable 17 	added
LARS Step 51 :	 Variable 61 	added
LARS Step 52 :	 Variable 13 	added
LARS Step 53 :	 Variable 47 	added
Lasso Step 54 :	 Variable 58 	dropped
LARS Step 55 :	 Variable 16 	added
Lasso Step 56 :	 Variable 51 	dropped
Lasso Step 57 :	 Variable 22 	dropped
LARS Step 58 :	 Variable 26 	added
LARS Step 59 :	 Variable 22 	added
LARS Step 60 :	 Variable 55 	added
Lasso Step 61 :	 Variable 22 	dropped
Lasso Step 62 :	 Variable 59 	dropped
LARS Step 63 :	 Variable 1 	added
Lasso Step 64 :	 Variable 16 	dropped
LARS Step 65 :	 Variable 58 	added
LARS Step 66 :	 Variable 31 	added
LARS Step 67 :	 Variable 54 	added
LARS Step 68 :	 Variable 22 	added
Lasso Step 69 :	 Variable 58 	dropped
LARS Step 70 :	 Variable 34 	added
LARS Step 71 :	 Variable 60 	added
LARS Step 72 :	 Variable 35 	added
LARS Step 73 :	 Variable 21 	added
LARS Step 74 :	 Variable 14 	added
Lasso Step 75 :	 Variable 22 	dropped
LARS Step 76 :	 Variable 39 	added
LARS Step 77 :	 Variable 48 	added
LARS Step 78 :	 Variable 59 	added
LARS Step 79 :	 Variable 23 	added
Lasso Step 80 :	 Variable 50 	dropped
Lasso Step 81 :	 Variable 33 	dropped
Computing residuals, RSS etc .....

 CV Fold 6 

LASSO sequence
Computing X'X .....
LARS Step 1 :	 Variable 3 	added
LARS Step 2 :	 Variable 9 	added
LARS Step 3 :	 Variable 4 	added
LARS Step 4 :	 Variable 7 	added
LARS Step 5 :	 Variable 19 	added
LARS Step 6 :	 Variable 20 	added
LARS Step 7 :	 Variable 37 	added
LARS Step 8 :	 Variable 22 	added
LARS Step 9 :	 Variable 2 	added
LARS Step 10 :	 Variable 10 	added
LARS Step 11 :	 Variable 12 	added
LARS Step 12 :	 Variable 11 	added
LARS Step 13 :	 Variable 43 	added
LARS Step 14 :	 Variable 27 	added
LARS Step 15 :	 Variable 33 	added
LARS Step 16 :	 Variable 5 	added
LARS Step 17 :	 Variable 52 	added
LARS Step 18 :	 Variable 60 	added
LARS Step 19 :	 Variable 18 	added
LARS Step 20 :	 Variable 24 	added
LARS Step 21 :	 Variable 32 	added
LARS Step 22 :	 Variable 46 	added
LARS Step 23 :	 Variable 49 	added
LARS Step 24 :	 Variable 57 	added
LARS Step 25 :	 Variable 25 	added
LARS Step 26 :	 Variable 44 	added
LARS Step 27 :	 Variable 30 	added
LARS Step 28 :	 Variable 59 	added
LARS Step 29 :	 Variable 62 	added
LARS Step 30 :	 Variable 51 	added
LARS Step 31 :	 Variable 63 	added
LARS Step 32 :	 Variable 35 	added
LARS Step 33 :	 Variable 29 	added
Lasso Step 34 :	 Variable 60 	dropped
LARS Step 35 :	 Variable 36 	added
LARS Step 36 :	 Variable 13 	added
LARS Step 37 :	 Variable 53 	added
Lasso Step 38 :	 Variable 18 	dropped
LARS Step 39 :	 Variable 17 	added
LARS Step 40 :	 Variable 48 	added
LARS Step 41 :	 Variable 26 	added
LARS Step 42 :	 Variable 61 	added
LARS Step 43 :	 Variable 38 	added
LARS Step 44 :	 Variable 21 	added
LARS Step 45 :	 Variable 50 	added
Lasso Step 46 :	 Variable 51 	dropped
LARS Step 47 :	 Variable 8 	added
LARS Step 48 :	 Variable 55 	added
LARS Step 49 :	 Variable 18 	added
LARS Step 50 :	 Variable 41 	added
Lasso Step 51 :	 Variable 59 	dropped
LARS Step 52 :	 Variable 60 	added
LARS Step 53 :	 Variable 42 	added
LARS Step 54 :	 Variable 47 	added
LARS Step 55 :	 Variable 54 	added
LARS Step 56 :	 Variable 64 	added
Lasso Step 57 :	 Variable 46 	dropped
LARS Step 58 :	 Variable 31 	added
LARS Step 59 :	 Variable 28 	added
LARS Step 60 :	 Variable 39 	added
LARS Step 61 :	 Variable 1 	added
LARS Step 62 :	 Variable 16 	added
LARS Step 63 :	 Variable 40 	added
LARS Step 64 :	 Variable 56 	added
LARS Step 65 :	 Variable 14 	added
Lasso Step 66 :	 Variable 42 	dropped
LARS Step 67 :	 Variable 59 	added
LARS Step 68 :	 Variable 23 	added
LARS Step 69 :	 Variable 46 	added
Lasso Step 70 :	 Variable 28 	dropped
Lasso Step 71 :	 Variable 16 	dropped
Lasso Step 72 :	 Variable 50 	dropped
Lasso Step 73 :	 Variable 33 	dropped
LARS Step 74 :	 Variable 42 	added
LARS Step 75 :	 Variable 33 	added
LARS Step 76 :	 Variable 16 	added
LARS Step 77 :	 Variable 28 	added
LARS Step 78 :	 Variable 45 	added
Lasso Step 79 :	 Variable 48 	dropped
LARS Step 80 :	 Variable 34 	added
Computing residuals, RSS etc .....

 CV Fold 7 

LASSO sequence
Computing X'X .....
LARS Step 1 :	 Variable 3 	added
LARS Step 2 :	 Variable 9 	added
LARS Step 3 :	 Variable 4 	added
LARS Step 4 :	 Variable 7 	added
LARS Step 5 :	 Variable 37 	added
LARS Step 6 :	 Variable 19 	added
LARS Step 7 :	 Variable 20 	added
LARS Step 8 :	 Variable 2 	added
LARS Step 9 :	 Variable 22 	added
LARS Step 10 :	 Variable 28 	added
LARS Step 11 :	 Variable 10 	added
LARS Step 12 :	 Variable 12 	added
LARS Step 13 :	 Variable 11 	added
LARS Step 14 :	 Variable 32 	added
LARS Step 15 :	 Variable 30 	added
LARS Step 16 :	 Variable 27 	added
LARS Step 17 :	 Variable 34 	added
LARS Step 18 :	 Variable 24 	added
LARS Step 19 :	 Variable 52 	added
LARS Step 20 :	 Variable 29 	added
LARS Step 21 :	 Variable 62 	added
LARS Step 22 :	 Variable 42 	added
LARS Step 23 :	 Variable 18 	added
LARS Step 24 :	 Variable 1 	added
LARS Step 25 :	 Variable 44 	added
LARS Step 26 :	 Variable 46 	added
LARS Step 27 :	 Variable 51 	added
LARS Step 28 :	 Variable 63 	added
LARS Step 29 :	 Variable 57 	added
LARS Step 30 :	 Variable 59 	added
LARS Step 31 :	 Variable 49 	added
LARS Step 32 :	 Variable 33 	added
LARS Step 33 :	 Variable 5 	added
LARS Step 34 :	 Variable 25 	added
LARS Step 35 :	 Variable 13 	added
Lasso Step 36 :	 Variable 18 	dropped
LARS Step 37 :	 Variable 61 	added
LARS Step 38 :	 Variable 53 	added
LARS Step 39 :	 Variable 39 	added
LARS Step 40 :	 Variable 17 	added
LARS Step 41 :	 Variable 40 	added
LARS Step 42 :	 Variable 36 	added
LARS Step 43 :	 Variable 50 	added
LARS Step 44 :	 Variable 21 	added
LARS Step 45 :	 Variable 35 	added
LARS Step 46 :	 Variable 38 	added
Lasso Step 47 :	 Variable 51 	dropped
Lasso Step 48 :	 Variable 39 	dropped
LARS Step 49 :	 Variable 43 	added
LARS Step 50 :	 Variable 18 	added
LARS Step 51 :	 Variable 26 	added
LARS Step 52 :	 Variable 58 	added
LARS Step 53 :	 Variable 45 	added
LARS Step 54 :	 Variable 55 	added
Lasso Step 55 :	 Variable 46 	dropped
LARS Step 56 :	 Variable 31 	added
Lasso Step 57 :	 Variable 59 	dropped
Lasso Step 58 :	 Variable 33 	dropped
LARS Step 59 :	 Variable 47 	added
LARS Step 60 :	 Variable 60 	added
LARS Step 61 :	 Variable 39 	added
LARS Step 62 :	 Variable 8 	added
LARS Step 63 :	 Variable 33 	added
Lasso Step 64 :	 Variable 8 	dropped
LARS Step 65 :	 Variable 41 	added
Lasso Step 66 :	 Variable 47 	dropped
LARS Step 67 :	 Variable 46 	added
LARS Step 68 :	 Variable 16 	added
LARS Step 69 :	 Variable 8 	added
LARS Step 70 :	 Variable 47 	added
LARS Step 71 :	 Variable 48 	added
LARS Step 72 :	 Variable 14 	added
LARS Step 73 :	 Variable 64 	added
Lasso Step 74 :	 Variable 45 	dropped
LARS Step 75 :	 Variable 59 	added
LARS Step 76 :	 Variable 56 	added
LARS Step 77 :	 Variable 45 	added
Lasso Step 78 :	 Variable 16 	dropped
LARS Step 79 :	 Variable 15 	added
LARS Step 80 :	 Variable 23 	added
Lasso Step 81 :	 Variable 50 	dropped
Computing residuals, RSS etc .....

 CV Fold 8 

LASSO sequence
Computing X'X .....
LARS Step 1 :	 Variable 3 	added
LARS Step 2 :	 Variable 9 	added
LARS Step 3 :	 Variable 4 	added
LARS Step 4 :	 Variable 7 	added
LARS Step 5 :	 Variable 12 	added
LARS Step 6 :	 Variable 37 	added
LARS Step 7 :	 Variable 20 	added
LARS Step 8 :	 Variable 28 	added
LARS Step 9 :	 Variable 19 	added
LARS Step 10 :	 Variable 2 	added
LARS Step 11 :	 Variable 30 	added
LARS Step 12 :	 Variable 27 	added
LARS Step 13 :	 Variable 32 	added
LARS Step 14 :	 Variable 29 	added
LARS Step 15 :	 Variable 24 	added
LARS Step 16 :	 Variable 46 	added
LARS Step 17 :	 Variable 11 	added
LARS Step 18 :	 Variable 57 	added
LARS Step 19 :	 Variable 51 	added
LARS Step 20 :	 Variable 18 	added
LARS Step 21 :	 Variable 52 	added
LARS Step 22 :	 Variable 10 	added
LARS Step 23 :	 Variable 36 	added
LARS Step 24 :	 Variable 25 	added
LARS Step 25 :	 Variable 33 	added
LARS Step 26 :	 Variable 59 	added
LARS Step 27 :	 Variable 62 	added
LARS Step 28 :	 Variable 58 	added
LARS Step 29 :	 Variable 5 	added
LARS Step 30 :	 Variable 13 	added
LARS Step 31 :	 Variable 53 	added
LARS Step 32 :	 Variable 49 	added
Lasso Step 33 :	 Variable 18 	dropped
LARS Step 34 :	 Variable 64 	added
LARS Step 35 :	 Variable 8 	added
LARS Step 36 :	 Variable 35 	added
LARS Step 37 :	 Variable 61 	added
LARS Step 38 :	 Variable 48 	added
LARS Step 39 :	 Variable 17 	added
LARS Step 40 :	 Variable 63 	added
LARS Step 41 :	 Variable 26 	added
LARS Step 42 :	 Variable 50 	added
LARS Step 43 :	 Variable 39 	added
Lasso Step 44 :	 Variable 51 	dropped
LARS Step 45 :	 Variable 18 	added
Lasso Step 46 :	 Variable 58 	dropped
LARS Step 47 :	 Variable 42 	added
LARS Step 48 :	 Variable 16 	added
LARS Step 49 :	 Variable 43 	added
LARS Step 50 :	 Variable 55 	added
Lasso Step 51 :	 Variable 59 	dropped
LARS Step 52 :	 Variable 47 	added
Lasso Step 53 :	 Variable 16 	dropped
LARS Step 54 :	 Variable 54 	added
LARS Step 55 :	 Variable 60 	added
LARS Step 56 :	 Variable 21 	added
LARS Step 57 :	 Variable 1 	added
LARS Step 58 :	 Variable 38 	added
LARS Step 59 :	 Variable 44 	added
LARS Step 60 :	 Variable 41 	added
LARS Step 61 :	 Variable 22 	added
LARS Step 62 :	 Variable 16 	added
LARS Step 63 :	 Variable 34 	added
Lasso Step 64 :	 Variable 42 	dropped
LARS Step 65 :	 Variable 59 	added
Lasso Step 66 :	 Variable 16 	dropped
LARS Step 67 :	 Variable 56 	added
LARS Step 68 :	 Variable 42 	added
LARS Step 69 :	 Variable 14 	added
LARS Step 70 :	 Variable 23 	added
LARS Step 71 :	 Variable 16 	added
LARS Step 72 :	 Variable 40 	added
LARS Step 73 :	 Variable 58 	added
LARS Step 74 :	 Variable 45 	added
Lasso Step 75 :	 Variable 46 	dropped
LARS Step 76 :	 Variable 51 	added
Lasso Step 77 :	 Variable 50 	dropped
LARS Step 78 :	 Variable 46 	added
LARS Step 79 :	 Variable 15 	added
Lasso Step 80 :	 Variable 48 	dropped
Lasso Step 81 :	 Variable 56 	dropped
Computing residuals, RSS etc .....

 CV Fold 9 

LASSO sequence
Computing X'X .....
LARS Step 1 :	 Variable 3 	added
LARS Step 2 :	 Variable 9 	added
LARS Step 3 :	 Variable 4 	added
LARS Step 4 :	 Variable 7 	added
LARS Step 5 :	 Variable 12 	added
LARS Step 6 :	 Variable 19 	added
LARS Step 7 :	 Variable 37 	added
LARS Step 8 :	 Variable 20 	added
LARS Step 9 :	 Variable 22 	added
LARS Step 10 :	 Variable 28 	added
LARS Step 11 :	 Variable 63 	added
LARS Step 12 :	 Variable 2 	added
LARS Step 13 :	 Variable 27 	added
LARS Step 14 :	 Variable 30 	added
LARS Step 15 :	 Variable 10 	added
LARS Step 16 :	 Variable 18 	added
LARS Step 17 :	 Variable 11 	added
LARS Step 18 :	 Variable 8 	added
LARS Step 19 :	 Variable 32 	added
LARS Step 20 :	 Variable 24 	added
LARS Step 21 :	 Variable 52 	added
LARS Step 22 :	 Variable 59 	added
LARS Step 23 :	 Variable 57 	added
LARS Step 24 :	 Variable 34 	added
LARS Step 25 :	 Variable 1 	added
LARS Step 26 :	 Variable 46 	added
Lasso Step 27 :	 Variable 8 	dropped
LARS Step 28 :	 Variable 60 	added
LARS Step 29 :	 Variable 25 	added
LARS Step 30 :	 Variable 33 	added
LARS Step 31 :	 Variable 44 	added
LARS Step 32 :	 Variable 51 	added
LARS Step 33 :	 Variable 49 	added
LARS Step 34 :	 Variable 58 	added
LARS Step 35 :	 Variable 5 	added
LARS Step 36 :	 Variable 29 	added
LARS Step 37 :	 Variable 62 	added
LARS Step 38 :	 Variable 8 	added
LARS Step 39 :	 Variable 38 	added
LARS Step 40 :	 Variable 35 	added
LARS Step 41 :	 Variable 42 	added
LARS Step 42 :	 Variable 64 	added
LARS Step 43 :	 Variable 53 	added
LARS Step 44 :	 Variable 13 	added
LARS Step 45 :	 Variable 17 	added
LARS Step 46 :	 Variable 26 	added
Lasso Step 47 :	 Variable 42 	dropped
LARS Step 48 :	 Variable 61 	added
LARS Step 49 :	 Variable 45 	added
Lasso Step 50 :	 Variable 18 	dropped
LARS Step 51 :	 Variable 42 	added
LARS Step 52 :	 Variable 50 	added
Lasso Step 53 :	 Variable 51 	dropped
LARS Step 54 :	 Variable 48 	added
Lasso Step 55 :	 Variable 32 	dropped
Lasso Step 56 :	 Variable 45 	dropped
LARS Step 57 :	 Variable 55 	added
LARS Step 58 :	 Variable 40 	added
Lasso Step 59 :	 Variable 59 	dropped
LARS Step 60 :	 Variable 21 	added
LARS Step 61 :	 Variable 18 	added
LARS Step 62 :	 Variable 31 	added
Lasso Step 63 :	 Variable 58 	dropped
LARS Step 64 :	 Variable 36 	added
LARS Step 65 :	 Variable 14 	added
LARS Step 66 :	 Variable 41 	added
LARS Step 67 :	 Variable 16 	added
LARS Step 68 :	 Variable 54 	added
Lasso Step 69 :	 Variable 46 	dropped
Lasso Step 70 :	 Variable 50 	dropped
LARS Step 71 :	 Variable 47 	added
LARS Step 72 :	 Variable 32 	added
LARS Step 73 :	 Variable 58 	added
Lasso Step 74 :	 Variable 33 	dropped
LARS Step 75 :	 Variable 56 	added
LARS Step 76 :	 Variable 39 	added
LARS Step 77 :	 Variable 23 	added
LARS Step 78 :	 Variable 45 	added
LARS Step 79 :	 Variable 15 	added
LARS Step 80 :	 Variable 51 	added
Computing residuals, RSS etc .....

 CV Fold 10 

lars documentation built on May 29, 2017, 9:12 a.m.