LARS software for R and Splus
Authors: Brad Efron and Trevor Hastie
Maintainer: Trevor Hastie
The software, written in the S language, computes the entire LAR,
Lasso, or (epsilon) forward stagewise
coefficient path in the same order of computations as a single
least-squares fit.
For slightly more details, see
announce.txt
LARS in R: a fully documented and maintained R package called lars: "lars" from the
contributed packages section of the R website
(via CRAN).
These packages include the diabetes data used in the LARS
paper.
LARS in Splus (not updated or maintained):
functions and
Splus helpfiles (a shell archive).
The
diabetes
data (tab delimited, and as depicted on page 2) used in the paper.
Note that these data are first standardized to have zero mean and unit
L2 norm before they are used in the examples. Here are the standardized data, and the 442 x 64 matrix for the
"quadratic model"
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