prostateLasso | R Documentation |
The lars package was used to obtain a full path of lasso solutions.
data("prostateLasso")
A list of 4 data.frames: path for the piecewise linear coefficient path, residuals for the prediction error of every model at every data point, models with one row per regularization parameter, error for total train/validation prediction error for each regularization parameter.
https://github.com/tdhock/animint-book/blob/master/Ch11-lasso.Rmd
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