[R] lars package - lasso

Derow, Catherine Kari catherine.k.derow at Vanderbilt.Edu
Thu Nov 6 03:29:35 CET 2008


Please could you clarify for me for me when using the lars (lasso)  package
what the parameter 'intercept' refers to and what the advantages and
disadvantages of making this TRUE or FALSE are and when it should be
TRUE and when FALSE.  Also please could you clarify how 'eps' works and
when it should be used.  Also please could you let me know exactly what
the  X'X matrix is and what it is used for.  Also please could you clarify
the use of the max.steps parameter.



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