I am trying to use the lars package in R to carry out lasso analysis.
However, I am having some problems. Please could you help me with the
following questions:
1) Exactly what format do x and y need to be in for cv.lars(x, y) and lars
(x, y)? And what information do x and y need to contain exactly? I have
tried using to test just a simple matrix of numeric values for x and a
simple vector of numeric values for y but have got error messages.
2)For the K-fold cross-validation are the K subsets randomly chosen?
I have read the document 'The lars Package', which is helpful. However,
when I try using the package I am getting a variety of error messages.
I am not an advanced user of R so please do be very specific.
Thanks in advance for your help in this matter.