I uploaded a new version of the lars package to CRAN, which incorporates some nontrivial changes. 1) lars now has normalize and intercept options, both defaulted to TRUE, which means the variables are scaled to have unit euclidean norm, and an intercept is included in the model. Either or both can be set to FALSE. 2) lars has an additional type = "stepwise" option; now the list is type=c("lasso", "lar", "forward.stagewise","stepwise") This was included because it is trivial to implement, and useful for comparisons. "Stepwise" is a version of forward stepwise regression, where the variable to enter is the one most correlated with the residuals. This is not necessarily the same as the forward stepwise implemented as part of step() in R, where the variable entered is the one that, when included, reduces the RSS the most. 3) a method for summary() has been included, which gives an anova-type summary of the sequence of steps. 4) The plot method for lars defaults to plotting coefficients against the relative L1 norm of the coefficients. This was not done correctly in general for type "lar" and "forward.stagewise", since the L1 norm does not change smoothly if coefficients pass through zero. This has been fixed. 5) A smalll number of of other changes have been made, some in response to email messages from users. Thanks to Yann-Ael Le Borgne for pointing out the problem in (4) and proposing a solution, and to Lukas Meier for reporting some bugs. Please let me know of any new problems, or old ones not yet repaired. Trevor Hastie -------------------------------------------------------------------- Trevor Hastie hastie at stanford.edu Professor & Chair, Department of Statistics, Stanford University Phone: (650) 725-2231 (Statistics) Fax: (650) 725-8977 (650) 498-5233 (Biostatistics) Fax: (650) 725-6951 URL: http://www-stat.stanford.edu/~hastie address: room 104, Department of Statistics, Sequoia Hall 390 Serra Mall, Stanford University, CA 94305-4065 _______________________________________________ R-packages mailing list R-packages at stat.math.ethz.ch https://stat.ethz.ch/mailman/listinfo/r-packages