I have used lars before. I could not find a tutorial, so finally asked
a professor at my school. He has a wrapper that nicely prints out all
the variables that were selected and is more stable in cross
validation than the original package. See below for the code and
description.
Hi useR's,
Has anyone used the Lars package in R before? If so, is there any tutorial
(not manual) or worked out example online for this R package that one can go
through to figure out how one can use this package with lasso regression?
I appreciate any help I can get in this direction.
Take a look at the glmnet package which extends LARS and has an
associated vignette. Also check Trevor Hastie's and Rob Tibshirani's
web pages at Stanford for references and papers.
-- Bert
On Tue, May 24, 2011 at 11:07 AM, Vishal Thapar vishaltha...@gmail.com wrote:
Hi useR's,
Has anyone
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