tlars

The T-LARS Algorithm

CRAN Package

Computes the solution path of the Terminating-LARS (T-LARS) algorithm. The T-LARS algorithm is a major building block of the T-Rex selector (see R package 'TRexSelector'). The package is based on the papers Machkour, Muma, and Palomar (2022) , Efron, Hastie, Johnstone, and Tibshirani (2004) , and Tibshirani (1996) .


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