Re: [R] Lasso for k-subset regression

2011-06-06 Thread Steve Lianoglou
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

[R] Lasso for k-subset regression

2011-06-05 Thread Dae-Jin Lee
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"