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Naive implementation of Least Angle Regression

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Octocat-spinner-32 lmj
Octocat-spinner-32 test
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README.md

py-lars

A literal implementation of the LARS algorithm described by Efron, Hastie, Johnstone, and Tibshirani (2004). This implementation is much less complex than the one in scikits.learn, which I think might be useful for pedagogical purposes. For doing "real" regression problems, though, I'd recommend using the scikits.learn implementation.

Installation

Install with pip

pip install lmj.lars

Or directly from the source

git clone http://github.com/lmjohns3/py-lars
cd py-lars
python setup.py install
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