Oh, I just realize that I can actually just use this:
beta = coef(lassofit, s=5, mode="lambda")
Michael
On Sun, Dec 5, 2010 at 8:10 PM, michael <tufemich...@gmail.com> wrote:
> Hi, all,
>
> I am using the lars package for lasso estimate. So I get a lasso
> fit first:
>
> lassofit = lars(x,y,type ="lasso",normalize=T, intercept=T)
> Then I want to get coefficient with respect to a certain value of \lambda
> (the tuning parameter), I know lars has three mode options c("step",
> "fraction", "norm"), but can I use the \lambda value instead of the norm
> which is the L1 norm of coefficients?
>
> Thanks,
>
> Michael
>
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