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2010 Dec 08
1
the output of function lars
..."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.
besides I caculated R2 by myself but it cannot match the R2here
I think R2=1-sum((y-x%*%lobj$beta)^2)/var(y)*19 #I have 20 observations...my
R2 is lower than the one here
Thanks a lot
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