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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.

Functions (7)

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 Stagewise regression models

lars-internal

Internal lars functions

plot.lars

Plot method for lars objects

predict.lars

Make predictions or extract coefficients from a fitted lars model

summary.lars

Summary method for lars objects

lars

Least Angle Regression, Lasso and Forward Stagewise

v1.2

GPL-2

Authors

Trevor Hastie <hastie@stanford.edu> and Brad Efron <brad@stat.stanford.edu>

Initial release

2013-04-23

lars

Functions (7)

lars

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