Package | Description |
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dev.nm.stat.regression.linear.lasso.lars |
Constructor and Description |
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LARSFitting(LARSProblem problem)
Estimates the entire LARS sequence of coefficients with the default
epsilon and maximum number of steps.
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LARSFitting(LARSProblem problem,
double epsilon,
int maxIterations)
Estimates the entire LARS sequence of coefficients and fits, starting
from zero to the OLS fit.
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LARSFitting(LARSProblem problem,
int maxIterations)
Estimates the entire LARS sequence of coefficients with the default
epsilon.
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LARSProblem(LARSProblem that)
Copy constructor.
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