r-lars 1.3
Dependencies: gfortran@11.4.0
Channel: guix
Licenses: GPL 2
Synopsis: Least angle regression software
Description:
Least Angle Regression ("LAR") is a model selection algorithm; a useful and less greedy version of traditional forward selection methods. A simple modification of the LAR algorithm implements Tibshirani's Lasso; the Lasso modification of LARS calculates the entire Lasso path of coefficients for a given problem at the cost of a single least squares fit. Another LARS modification efficiently implements epsilon Forward Stagewise linear regression.
Total results: 1