中文说明：Three main properties are derived: (1) A simple modification of the LARS algorithm implements the Lasso, an attractive version of ordinary least squares that constrains the sum of the absolute regression coefficients; the LARS modification calculates all possible Lasso estimates for a given problem, using an order of magnitude less computer time than previous methods. (2) A different LARS modification efficiently implements Forward Stagewise linear regression, another promising new model selection method; this connection explains the similar numerical results previously observed 请点击左侧文件开始预览 ！预览只提供20%的代码片段，完整代码需下载后查看 加载中 侵权举报
English Description：
Three main properties are derived: (1) A simple modification of the LARS