cv.lars() function in LARS package
Minxolee Cross validation is based on random splits of the data, hence it can not be expected that the results are exactly identical. If you want to do lasso, the glmnet package by the same authors is a better choice. - Niels
On 07/04/11 16.08, minxolee wrote:
I am trying to get familiar with the lars package and find out by repeating the cv.lars() function, I am not getting the same result consistently. Could someone help on that? Here is a simple reproducible example.
library(lars) data(diabetes) attach(diabetes) cv.lars(x,y,K=2) cv.lars(x,y,K=2)
The last two runs of cv.lars give out different cross-validation plots. Thanks, minxolee -- View this message in context: http://r.789695.n4.nabble.com/cv-lars-function-in-LARS-package-tp3434822p3434822.html Sent from the R help mailing list archive at Nabble.com.
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Niels Richard Hansen Web: www.math.ku.dk/~richard Associate Professor Email: Niels.R.Hansen at math.ku.dk Department of Mathematical Sciences nielsrichardhansen at gmail.com University of Copenhagen Skype: nielsrichardhansen.dk Universitetsparken 5 Phone: +1 510 502 8161 2100 Copenhagen ? Denmark