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anyone using LARS package in R
3 messages · Vishal Thapar, Bert Gunter, Clemontina Alexander
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]]
______________________________________________ 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.
"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
2 days later
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]]
______________________________________________ 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.
-- "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.