Re: [R] anyone using LARS package in R

2011-05-26 Thread Clemontina Alexander
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

Re: [R] anyone using LARS package in R

2011-05-24 Thread Bert Gunter
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

[R] anyone using LARS package in R

2011-05-24 Thread Vishal Thapar
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