tlars (Q100024)
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The T-LARS Algorithm: Early-Terminated Forward Variable Selection
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | tlars |
The T-LARS Algorithm: Early-Terminated Forward Variable Selection |
Statements
Computes the solution path of the Terminating-LARS (T-LARS) algorithm. The T-LARS algorithm is a major building block of the T-Rex selector (see R package 'TRexSelector'). The package is based on the papers Machkour, Muma, and Palomar (2022) <arXiv:2110.06048>, Efron, Hastie, Johnstone, and Tibshirani (2004) <doi:10.1214/009053604000000067>, and Tibshirani (1996) <doi:10.1111/j.2517-6161.1996.tb02080.x>.
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24 February 2024
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