[R] lars package - lasso

From: Derow, Catherine Kari <catherine.k.derow_at_vanderbilt.edu>
Date: Wed, 05 Nov 2008 20:29:35 -0600 (CST)


Please could you clarify for me for me when using the lars (lasso) package what the parameter 'intercept' refers to and what the advantages and disadvantages of making this TRUE or FALSE are and when it should be TRUE and when FALSE. Also please could you clarify how 'eps' works and when it should be used. Also please could you let me know exactly what the X'X matrix is and what it is used for. Also please could you clarify the use of the max.steps parameter.



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