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.n
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 wrote:
> Hi useR's,
>
> Has anyone used the "Lars" package
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.
Sincer
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