Hi, all,
I am using the lars package for lasso estimate. So I get a lasso
fit first:
lassofit = lars(x,y,type ="lasso",normalize=T, intercept=T)
Then I want to get coefficient with respect to a certain value of \lambda
(the tuning parameter), I know lars has three mode options c("step",
"fraction", "norm"), but can I use the \lambda value instead of the norm
which is the L1 norm of coefficients?
Thanks,
Michael
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