./math/R-lars, Least Angle Regression, Lasso and Forward Stagewise

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Branch: CURRENT, Version: 1.3, Package name: R-lars-1.3, Maintainer: pkgsrc-users

Efficient procedures for fitting an entire lasso sequence with the
cost of a single least squares fit. Least angle regression and
infinitesimal forward stagewise regression are related to the lasso,
as described in the paper below.


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   2024-06-08 17:30:08 by Makoto Fujiwara | Files touched by this commit (3)
Log message:
math/R-lars: import R-lars-1.3

Efficient procedures for fitting an entire lasso sequence with the
cost of a single least squares fit. Least angle regression and
infinitesimal forward stagewise regression are related to the lasso,
as described in the paper below.