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.

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

Downloads:

Package source: lars_1.2.tar.gz
MacOS X binary: lars_1.2.tgz
Windows binary: lars_1.2.zip
Reference manual: lars.pdf
Old sources: lars archive

Reverse dependencies:

Reverse depends: bestglm, chemometrics, covTest, cumSeg, elasticnet, ExactPath, FeaLect, FindIt, GGMselect, lmbc, MeDiChI, monomvn, multiPIM, pass, pfa, relaxo, RXshrink, scout, sparseLDA, spikeslab
Reverse imports: FindIt, plsRcox
Reverse suggests: caret, ChemometricsWithR, COBRA, directlabels, ElemStatLearn, plsRcox