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rlasso-regressionlars

How to obtain coefficients from Lasso Regression in R?


Can someone tell me how to get the coefficients for lasso regression in package lars in R?

For example if the code is like:

     test_lasso=lars(A,B)

Thank you.


Solution

  •    #First get cross validation score: 
       test_lasso_cv=cv.lars(A,B)
    
       # Find the best one
       bestfraction = test_lasso_cv$index[which.min(test_lasso_cv$cv)]
    
       #Find Coefficients
       coef.lasso = predict(test_lasso,A),s=bestfraction,type="coefficient",mode="fraction")