Created
September 5, 2014 06:12
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minimal example of lars-lasso regression
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| require(lars) | |
| y <- iris[,1] | |
| x <- iris[,2:4] | |
| x <- as.matrix(x) | |
| result <- lars(x=x, y=y, type="lasso") | |
| coefs <- predict.lars(result, x, type='coefficients') | |
| print(coefs) |
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hi, I am wondering how this LARS algorithm could calculate the RMSE ?