py-lars 0.2

py-lars is 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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Requirements:

· Python