Re: [R] anyone using LARS package in R

From: Clemontina Alexander <ckalexa2_at_ncsu.edu>
Date: Thu, 26 May 2011 17:18:26 -0400

I have used lars before. I could not find a tutorial, so finally asked a professor at my school. He has a wrapper that nicely prints out all the variables that were selected and is more stable in cross validation than the original package. See below for the code and description.

http://www4.stat.ncsu.edu/~boos/var.select/lasso.wrapper.html

On Tue, May 24, 2011 at 2:20 PM, Bert Gunter <gunter.berton_at_gene.com> wrote:
> Take a look at the glmnet package which extends LARS and has an
> associated vignette. Also check Trevor Hastie's and Rob Tibshirani's
> web pages at Stanford for references and papers.
>
> -- Bert
>
> On Tue, May 24, 2011 at 11:07 AM, Vishal Thapar <vishalthapar_at_gmail.com> wrote:
>> Hi useR's,
>>
>> Has anyone used the "Lars" package in R before? If so, is there any tutorial
>> (not manual) or worked out example online for this R package that one can go
>> through to figure out how one can use this package with lasso regression?
>>
>> I appreciate any help I can get in this direction.
>>
>> Sincerely,
>>
>> Vishal
>>
>> --
>> *Vishal Thapar, Ph.D.*
>> *Scientific informatics Analyst
>> Cold Spring Harbor Lab
>> Quick Bldg, Lowe Lab
>> 1 Bungtown Road
>> Cold Spring Harbor, NY - 11724*
>>
>>        [[alternative HTML version deleted]]
>>
>> ______________________________________________
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>> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
>> and provide commented, minimal, self-contained, reproducible code.
>>
>
>
>
> --
> "Men by nature long to get on to the ultimate truths, and will often
> be impatient with elementary studies or fight shy of them. If it were
> possible to reach the ultimate truths without the elementary studies
> usually prefixed to them, these would not be preparatory studies but
> superfluous diversions."
>
> -- Maimonides (1135-1204)
>
> Bert Gunter
> Genentech Nonclinical Biostatistics
>
> ______________________________________________
> R-help_at_r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>



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https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. Received on Thu 26 May 2011 - 21:21:02 GMT

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