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.
Version: | 1.2 |
Depends: | R (≥ 2.10) |
Published: | 2013-04-24 |
Author: | Trevor Hastie and Brad Efron |
Maintainer: | Trevor Hastie <hastie at stanford.edu> |
License: | GPL-2 |
URL: | http://www-stat.stanford.edu/~hastie/Papers/#LARS |
NeedsCompilation: | yes |
In views: | MachineLearning |
CRAN checks: | lars results |
Reference manual: | lars.pdf |
Package source: | lars_1.2.tar.gz |
Windows binaries: | r-devel: lars_1.2.zip, r-release: lars_1.2.zip, r-oldrel: lars_1.2.zip |
OS X Snow Leopard binaries: | r-release: lars_1.2.tgz, r-oldrel: lars_1.2.tgz |
OS X Mavericks binaries: | r-release: lars_1.2.tgz |
Old sources: | lars archive |
Reverse depends: | AdapEnetClass, aml, BayesPen, branchLars, chemometrics, covTest, cumSeg, elasticnet, ExactPath, FindIt, GGMselect, gwrr, lmbc, monomvn, multiPIM, PAGWAS, pass, relaxo, RXshrink, scalreg, scout, sealasso, sparseLDA, spikeslab |
Reverse imports: | CorReg, FindIt, plsRcox |
Reverse suggests: | ChemometricsWithR, COBRA, directlabels, dna, ElemStatLearn, fscaret, lassoscore |