Software
An early version of the glars package is available for testing.
This includes the linear regression, generalized linear model,
and Cox regression cases.
You can also download the S-PLUS version from
http://csan.insightful.com
A second library sclars (Scalable LARS) is available for
the linear regression case only:
sclars_1.0.tar.gz.
This version uses the S-PLUS bigdata library, and requires
S-PLUS.
Parts of these packages are based on:
Related articles are listed at:
http://www-stat.stanford.edu/~hastie/Papers.
Publications, Technical Reports
- Tim Hesterberg and Chris Fraley (2004)
Least Angle Regression,
Phase II proposal to NIH SBIR program.
- Tim Hesterberg and Chris Fraley (2006)
S-PLUS and R package for Least Angle Regression,
Proceedings of the American Statistical Association,
Statistical Computing Section (CD-ROM), 2054-2061
- Chris Fraley and Tim Hesterberg (2007)
Least-Angle Regression and LASSO for Large Datasets,
Technical Report, Insightful Corporation (revised April 2008).
- Tim Hesterberg, Nam Hee Choi, Lukas Meier, Chris Fraley (2008)
Least Angle and L1 Regression: A Review,
Statistics Surveys 2: 61-93.
Daniel Percival and Chris Fraley (2008)
Model-Averaged LASSO,
Technical Report, Insightful Corporation (August 2008).
Conference Presentations
This project is supported by NIH under SBIR grants,
Phase I: 1 R43 GM074313-01 and Phase II: 2 R44 GM074313-02,
"Least Angle Regression".
Project personnel:
Tim Hesterberg (original PI, now at Google, Inc), Chris Fraley (PI)
with interns Tatiana Maravina and Daniel Percival.
Contact: lars-beta@insightful.com
Last updated July 10, 2008.