r-lars
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.
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Summary
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.
Information Last Updated
Mar 25, 2025 at 16:18
License
GPL-2
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15
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Linux 64 Version: 1.2