Hi,
On Sun, Jun 5, 2011 at 9:12 PM, Dae-Jin Lee wrote:
> Dear R-users
>
> I'm trying to use lasso in lars package for subset regression, I have a
> large matrix of size 1000x100 and my aim is to select a subset k of the 100
> variables.
>
> Is there any way in lars to fix the number k (i.e. to s
Dear R-users
I'm trying to use lasso in lars package for subset regression, I have a
large matrix of size 1000x100 and my aim is to select a subset k of the 100
variables.
Is there any way in lars to fix the number k (i.e. to select the best 10
variables)
library(lars)
aa=lars(X,Y,type="lasso"
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