Tagged Questions

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Least angle regression packages for R or MATLAB

I am looking for a Least Angle Regression (LAR) packages in R or MATLAB which can be used for classification problems. The only package that I currently know which fits this description is glmpath. ...
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Rolling window using LARS [closed]

I have written some code for a rolling window in matlab for ridge regression. The code uses a 30 day window to learn the data and outputs a lamda for the least error. I am using financial time series ...