lars

Least Angle Regression, Lasso and Forward Stagewise

CRAN Package

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.

  • Version1.3
  • R versionunknown
  • LicenseGPL-2
  • Needs compilation?Yes
  • Last release04/13/2022

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