Haroperi/lasso regression

Created September 5, 2014 06:12

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minimal example of lars-lasso regression

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lasso regression

	require(lars)

	y <- iris[,1]
	x <- iris[,2:4]
	x <- as.matrix(x)
	result <- lars(x=x, y=y, type="lasso")

	coefs <- predict.lars(result, x, type='coefficients')

	print(coefs)

icyee commented Feb 27, 2017

hi, I am wondering how this LARS algorithm could calculate the RMSE ?

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