Hi here is the code as example lars is in package lars > x<-matrix(rnorm(20*5,0,1),20,5) > bs<-matrix(sample(seq(1:10),5),5,1) > er<-rnorm(20,0,1) > y<-x%*%bs+er > lobj<-lars(x,y,type="lasso") > names(lobj) [1] "call" "type" "df" "lambda" "R2" [6] "RSS" "Cp" "actions" "entry" "Gamrat" [11] "arc.length" "Gram" "beta" "mu" "normx" [16] "meanx"
I do not know what does RSS, arc.length, mu mean??? If mu means \hat{miu}, it does not seems to be right. I did not simulate my data with mean. besides I caculated R2 by myself but it cannot match the R2here I think R2=1-sum((y-x%*%lobj$beta)^2)/var(y)*19 #I have 20 observations...my R2 is lower than the one here Thanks a lot -- View this message in context: http://r.789695.n4.nabble.com/the-output-of-function-lars-tp3078460p3078460.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.