[R] apply least angle regression to generalized linear models

Marc Schwartz (via MN) mschwartz at mn.rr.com
Fri Aug 18 17:53:43 CEST 2006

On Fri, 2006-08-18 at 11:17 -0400, Mike Wolfgang wrote:
> Hello list,
> I've been searching around trying to find whether somebody has written such
> a package of least angle regression on generalized linear models, like what
> Lasso2 package does. The extension to generalized linear models is briefly
> discussed in the comment by D. Madigan and G. Ridgeway. Is such a package
> available? Thanks,
> Mike

See the aptly named 'lars' package on CRAN and the attendant paper here:


You might also want to review Professor Hastie's presentation at useR!
2006 this past spring:



Marc Schwartz

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