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This package contains an implementation of the lars algorithm for the lasso and fusion penalization. It works even if the number of covariate is greater than the number of individuals.
Tags: lasso, lars, sparse linear model, C++, genomic, Bioinformatics, Multivariate Analysis, Multivariate Regression, high dimentional data, low sample size high dimensional data, penalized regression
Activity Ranking: 9
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