lars: Least Angle Regression, Lasso and Forward Stagewise
Efficient procedures for fitting an entire lasso sequence
with the cost of a single least squares fit. Least angle
regression and infinitesimal forward stagewise regression are
related to the lasso, as described in the paper below.
||bestglm, branchLars, chemometrics, covTest, cumSeg, elasticnet, ExactPath, FeaLect, FindIt, GGMselect, gwrr, lmbc, monomvn, multiPIM, pass, pfa, relaxo, RXshrink, scout, sparseLDA, spikeslab|
||caret, ChemometricsWithR, COBRA, directlabels, ElemStatLearn, fscaret, plsRcox|