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: 0.9-7
Depends: R
Date: 2007-05-16
Author: Trevor Hastie and Brad Efron
Maintainer: Trevor Hastie <hastie at stanford.edu>
License: GPL version 2 or newer
URL: http://www-stat.stanford.edu/~hastie/Papers/#LARS
In views: MachineLearning
CRAN checks: lars results

Downloads:

Package source: lars_0.9-7.tar.gz
MacOS X binary: lars_0.9-7.tgz
Windows binary: lars_0.9-7.zip
Reference manual: lars.pdf
Old sources: lars archive