[R] the output of function lars

poko2000 quan.poko2000 at gmail.com
Wed Dec 8 17:02:04 CET 2010


Hi here is the code as example
lars is in package lars
> x<-matrix(rnorm(20*5,0,1),20,5)
> bs<-matrix(sample(seq(1:10),5),5,1)
> er<-rnorm(20,0,1)
> y<-x%*%bs+er
> lobj<-lars(x,y,type="lasso")
> names(lobj)
 [1] "call"       "type"       "df"         "lambda"     "R2"        
 [6] "RSS"        "Cp"         "actions"    "entry"      "Gamrat"    
[11] "arc.length" "Gram"       "beta"       "mu"         "normx"     
[16] "meanx"   

I do not know what does RSS, arc.length, mu mean???
If mu means \hat{miu}, it does not seems to be right. I did not simulate my
data with mean.

besides I caculated R2 by myself but it cannot match the R2here
I think R2=1-sum((y-x%*%lobj$beta)^2)/var(y)*19 #I have 20 observations...my
R2 is lower than the one here

Thanks a lot



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