LARS stands for Least Angle Regression. It is a feature selection technique for multiple regression that incorporates a penalty.
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Using LASSO from lars (or glmnet) package in R for variable selection
Sorry if this question comes across a little basic.
I am looking to use LASSO variable selection for a multiple linear regression model in R. I have 15 predictors, one of which is categorical(will ...
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Max steps in lars
I don't know how many steps are necessary for lars() to select the variables till the algorithm proceeds to the saturated fit (especially using the ...
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Constant signs of correlation in the active set in least angle regression
I am trying to comprehend the proof of the Least Angle Regression algorithm and I am stuck at certain points. I would appreciate any help that I can get.
Let me set the stage:
I am following the ...
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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. ...
