[R] lars

From: Sohail <sohail.stat_at_gmail.com>
Date: Thu, 06 Nov 2008 10:55:07 +0000


Hi,

Can anyone tell me how we can have the optimal value of "lambda" from lars package? I want to extract the estimates against this optimal value of "lambda". I have tried the predict.lars and coef.lars but these provide entire sequence of coefficients. I don't know how to have the optimal one.

Cheers,

-- 
Sohail Chand

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