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 infinitessimal forward stagewise regression are related to the lasso, as described in the paper below.

Version: 1.1
Depends: R (≥ 2.10)
Published: 2012-03-02
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
In views: MachineLearning
CRAN checks: lars results

Downloads:

Package source: lars_1.1.tar.gz
MacOS X binary: lars_1.1.tgz
Windows binary: lars_1.1.zip
Reference manual: lars.pdf
Old sources: lars archive

Reverse dependencies:

Reverse depends: bestglm, bujar, chemometrics, ChemometricsWithR, CompModSA, cumSeg, elasticnet, FeaLect, GGMselect, lmbc, MeDiChI, monomvn, multiPIM, relaxo, RXshrink, scout, sparseLDA, spikeslab
Reverse imports: plsRcox
Reverse suggests: caret, directlabels, ElemStatLearn, plsRcox