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. The issue with this package is that it is a little old and somewhat limited in its scope (I am forced to rely on logistic regression for classification problems model).
I am wondering if anyone knows of other packages that allow me to run LAR on different types of classification models, such as Support Vector Machines (see The Entire Regularization Path for the Support Vector Machine).
The ideal package would allow me to run LAR-type algorithms for different types of classification models and also provide a function that can produce the full regularization path.