The Lars package

This package contains 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.

In the following table you will see listed some of the information on this package:

Package

Lars

Date

April 23, 2013

Version

1.2

Title                    

Least Angle Regression, Lasso and Forward Stagewise

Author

Trevor Hastie and Brad Efron

The following are the most useful functions used in regression analysis contained in this package:

  • lars: This function fits least angle regression and Lasso and infinitesimal forward stagewise regression models.
  • summary.lars: This function ...

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