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.
http://www4.stat.ncsu.edu/~boos/var.select/lasso.wrapper.html On Tue, May 24, 2011 at 2:20 PM, Bert Gunter <gunter.ber...@gene.com> wrote: > 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 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. >> >> Sincerely, >> >> Vishal >> >> -- >> *Vishal Thapar, Ph.D.* >> *Scientific informatics Analyst >> Cold Spring Harbor Lab >> Quick Bldg, Lowe Lab >> 1 Bungtown Road >> Cold Spring Harbor, NY - 11724* >> >> [[alternative HTML version deleted]] >> >> ______________________________________________ >> 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. >> > > > > -- > "Men by nature long to get on to the ultimate truths, and will often > be impatient with elementary studies or fight shy of them. If it were > possible to reach the ultimate truths without the elementary studies > usually prefixed to them, these would not be preparatory studies but > superfluous diversions." > > -- Maimonides (1135-1204) > > Bert Gunter > Genentech Nonclinical Biostatistics > > ______________________________________________ > 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. > ______________________________________________ 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.
