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.
copied from cf-staging / r-lars| Label | Latest Version |
|---|---|
| main | 1.3 |
| cf201901 | 1.2 |
| cf202003 | 1.2 |
| gcc7 | 1.2 |
