Hello, I have a question about the lars package. I am using this package to get the coefficients at a specific LASSO parameter s.
data(diabetes) attach(diabetes) object <- lars(x,y,type="lasso") cvres<-cv.lars(x,y,K=10,fraction = seq(from = 0, to = 1, length = 100)) fits <- predict.lars(object, type="coefficients", s=0.1, mode="fraction") Can I assign automatically the best s value to predict.lars which is given by the CV process (cv.lars)? Or, do I need to manually find the s value that gives the minimum cv value from cv.lars, and assign it as the s value in predict.lars? I would appreciate any advice on this. Thanks, Seungho Huh ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
