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gamhat
2010 Dec 08
1
the output of function lars
...t;-x%*%bs+er
> lobj<-lars(x,y,type="lasso")
> names(lobj)
[1] "call" "type" "df" "lambda" "R2"
[6] "RSS" "Cp" "actions" "entry" "Gamrat"
[11] "arc.length" "Gram" "beta" "mu" "normx"
[16] "meanx"
I do not know what does RSS, arc.length, mu mean???
If mu means \hat{miu}, it does not seems to be right. I did not simulate my
data with mean...