多元统计lars估计法.pdfVIP

Package ‘lars’ March 2, 2012 Type Package Version 1.1 Date 2012-02-20 Title Least Angle Regression, Lasso and Forward Stagewise Author Trevor Hastie hastie@ and Brad Efron brad@ Maintainer Trevor Hastie hastie@ Description 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, as described in the paper below. Depends R (= 2.10) License GPL-2 URL /~hastie/Papers/#LARS Repository CRAN Date/Publication 2012-03-02 05:04:39 R topics documented: cv.lars . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2 diabetes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3 lars . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4 plot.lars . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5 predict.lars . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7 summary.lars . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8 Index 10 1 2 cv.lars cv.lars Computes K-fold cross-validated error curv