Hi everybody, I am trying to implement lasso using the lars package but I don't know how to extract the optimal solution. There is predict.lars function to extract the coefficients against some specified "s". I want to know how I can get the optimal choice of "lambda" i.e. the lagrange's multiplier. Regards, Sohail This message has been checked for viruses but the contents of an attachment may still contain software viruses, which could damage your computer system: you are advised to perform your own checks. Email communications with the University of Nottingham may be monitored as permitted by UK legislation. [[alternative HTML version deleted]]