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r-other-iwrlars

least angle regression, lasso, positive lasso and forward stagewise

Description

This GNU R package provides efficient procedures for fitting an entire lasso sequence with the cost of a single least squares fit. Least angle regression and infinitessimal forward stagewise regression are related to the lasso described in http://www-stat.stanford.edu/~hastie/Papers/#LARS.

This is a modified version of the original lars package by Hastie and Efron, providing a LARS modification for non-negative lasso.

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Homepage

https://hci.iwr.uni-heidelberg.de/hci/softwares/nitpick


Statistics

834 other people were interested in this package here. The newest known version of this software is 0.9-5-4+b1 (Information last updated about 20 hours ago.)