Least Angle Regression, Lasso and Forward Stagewise
Computes K-fold cross-validated error curve for lars
Internal lars functions
Fits Least Angle Regression, Lasso and Infinitesimal Forward Stagewise...
Plot method for lars objects
Make predictions or extract coefficients from a fitted lars model
Summary method for lars objects
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.