lars: Least Angle Regression, Lasso and Forward Stagewise
Efficient procedures for fitting an entire lasso sequence
with the cost of a single least squares fit. Least angle
regression and infinitesimal forward stagewise regression are
related to the lasso, as described in the paper below.
||aml, branchLars, covTest, cumSeg, elasticnet, ExactPath, FeaLect, FindIt, GGMselect, GPC, gwrr, monomvn, multiPIM, PAGWAS, pass, relaxo, RXshrink, scalreg, scout, sealasso, sisVIVE, sparseLDA, spikeslab
||chemometrics, CorReg, plsRcox
||ChemometricsWithR, COBRA, directlabels, dna, ElemStatLearn, fscaret, knockoff, lassoscore