search for: stagewise

...ulted 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 forwa...

...ulted 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 forwa...

...n of OLS that constrains the sum of the absolute regression coefficients; the Lasso modification of the LARS software calculates the entire Lasso path of coefficients for a given problem at the cost of a single least squares fit. A different LARS modification efficiently implements epsilon Forward Stagewise linear regression, another promising new model selection method closely related to Boosting. The packages for R have also been submitted to CRAN -------------------------------------------------------------------- Trevor Hastie hastie@stanford.edu Professor, Department of Statis...

hello, I have the following questions with the R package lars(). I would really appreciate som help here. 1. do I have to standardize the predictors and the response? 2. the function cv.lars(): how can I specify it is for lasso not stagewise or lars? your help will be really appreciated. thanks,

...n of OLS that constrains the sum of the absolute regression coefficients; the Lasso modification of the LARS software calculates the entire Lasso path of coefficients for a given problem at the cost of a single least squares fit. A different LARS modification efficiently implements epsilon Forward Stagewise linear regression, another promising new model selection method closely related to Boosting. The packages for R have also been submitted to CRAN -------------------------------------------------------------------- Trevor Hastie hastie@stanford.edu Professor, Department of Statis...

I see something new and unexpected here. > update.packages() trying URL `http://cran.r-project.org/src/contrib/PACKAGES' Content type `text/plain; charset=iso-8859-1' length 163467 bytes opened URL .......... .......... .......... .......... .......... .......... .......... .......... .......... .......... .......... .......... .......... .......... .......... ......... downloaded