Re: [R] Lars package

2013-03-19 Thread Bert Gunter
Try using the "elasticnet" package instead, where I believe what you want is part of the package functionality. If I am not mistaken, elasticnet largely supercedes lars -- but (someone) please correct me if I'm wrong. -- Bert On Tue, Mar 19, 2013 at 9:40 AM, Giovanni Giacomin wrote: > Hi, > > I

[R] Lars package

2013-03-19 Thread Giovanni Giacomin
Hi,   I'm using lars package to run some regression analysis and my doubt now is how can I predict my model to another dataset? Let me explain a little better: I have a dataset from which I withhold some data. With the data that wasn't withheld, I create the model. Now, what I'm not being able to

Re: [R] lars package to do lasso

2012-07-12 Thread Bert Gunter
If you don't understand the methodology, why are you using it?? Use the glmnet package instead and read the supporting documents. If it's too technical for you, consult a statistician or do something else. I do NOT do brain surgery. -- Bert On Thu, Jul 12, 2012 at 1:04 PM, SHIR SHIRY wrote: >

[R] lars package to do lasso

2012-07-12 Thread SHIR SHIRY
Dear all I am using lars package to do lasso in R. I dont undesrtand what max.steps do?and how I can understand from the outputs to obtain the last steps in this packagethanks for your helpbest [[alternative HTML version deleted]] __ R-help@r-

Re: [R] lars - lasso problem

2011-04-08 Thread gauri j
om help that is provided. You can do so easily by replying with > "reply-all." > > Now: > Look at the help for the lars function: > > R> ?lars > > You'll see that `x` should be a matrix. I guess it doesn't say as > much, but `y` should be a (numeric) re

Re: [R] lars - lasso problem

2011-04-08 Thread Steve Lianoglou
Hi, First: Please make sure you CC R-help when responding to messages on the list so that more people can help you, and more people can benefit from help that is provided. You can do so easily by replying with "reply-all." Now: Look at the help for the lars function: R> ?lars Yo

Re: [R] lars - lasso problem

2011-04-08 Thread Steve Lianoglou
Hi, On Fri, Apr 8, 2011 at 10:33 AM, gauri j wrote: > hi, > I have problem in following code, error is occurred. I have attached my data > herewith. and my code is as following, >> library(lars) > Loaded lars 0.9-8 > Warning message: > package 'lars' was built under R version 2.12.2 >> x<- read.t

Re: [R] Lars package

2011-04-07 Thread Niels Richard Hansen
Achin Without dwelling too much on the semantic problem, the answer to my understanding of your question is: No, there is no C code in the lars package, but there is a single Fortran routine in the package. The Fortran routine does not seem to do anything useful in itself. By the way, the more r

Re: [R] Lars package

2011-04-07 Thread David Winsemius
On Apr 7, 2011, at 3:43 AM, ac...@cse.iitb.ac.in wrote: Hello, I am a student of IIT Bombay and I am using lars for one of my projects. I wanted to enquire if lars is using C under the hood. Is it true? Can someone point me to the corresponding C function? Thank You very much. If you jus

[R] Lars package

2011-04-07 Thread achin
Hello, I am a student of IIT Bombay and I am using lars for one of my projects. I wanted to enquire if lars is using C under the hood. Is it true? Can someone point me to the corresponding C function? Thank You very much. Regards, Achin Bansal __ R-hel

[R] lars

2008-11-06 Thread Sohail
Hi, Can anyone tell me how we can have the optimal value of "lambda" from lars package? I want to extract the estimates against this optimal value of "lambda". I have tried the predict.lars and coef.lars but these provide entire sequence of coefficients. I don't know how to have the optimal one.

[R] lars package - lasso

2008-11-05 Thread Derow, Catherine Kari
Please could you clarify for me for me when using the lars (lasso) package what the parameter 'intercept' refers to and what the advantages and disadvantages of making this TRUE or FALSE are and when it should be TRUE and when FALSE. Also please could you clarify how 'eps' works and when it shoul

[R] lars package help!

2008-11-05 Thread CHAND SOHAIL
Hi everybody, I am trying to implement lasso using the lars package but I don't know how to extract the optimal solution. There is predict.lars function to extract the coefficients against some specified "s". I want to know how I can get the optimal choice of "lambda" i.e. the lagrange's mul

[R] lars

2008-10-23 Thread Derow, Catherine Kari
I am trying to use the lars package in R to carry out lasso analysis. However, I am having some problems. Please could you help me with the following questions: 1) Exactly what format do x and y need to be in for cv.lars(x, y) and lars (x, y)? And what information do x and y need to contain exac

[R] lars with weights do not match with lm output

2008-03-13 Thread Young Cho
I got my posting bounced and sorry if I accidentally post twice. I have been looking at 'lars' pkg and got puzzled by the behavior of function 'lars'. I want to do weighted lasso regression and can't get a match from lars output with lm output. Here is an example: y = rnorm(10) x = matrix(runif(50

[R] lars with weights - unshrunk coef do not match with lm with weights

2008-03-13 Thread Young Cho
I have been looking at 'lars' pkg and got puzzled by the behavior of function 'lars'. I want to do weighted lasso regression and can't get a match from lars output with lm output. Here is an example: y = rnorm(10) x = matrix(runif(50),nrow=10) X = data.frame(y,x) z = runif(10) X = data.frame(y,x,z