lars (version 1.3)

Least Angle Regression, Lasso and Forward Stagewise

Description

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.

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Install

install.packages('lars')

Monthly Downloads

10,243

Version

1.3

License

GPL-2

Maintainer

Last Published

April 13th, 2022

Functions in lars (1.3)