[Numpy-discussion] [SciPy-user] LARS algorithm

emanuele@relativit... emanuele@relativit...
Fri Apr 10 15:42:01 CDT 2009


Per Sedeberg wrapped LARS (through RPy) in PyMVPA.
Later he mentioned about a C implementation he found and it
seems he's going to work on it:

http://lists.alioth.debian.org/pipermail/pkg-exppsy-pymvpa/2009q1/000404.html

I guess you should contact him.


Emanuele



On Fri, April 10, 2009 10:04 pm, Gael Varoquaux wrote:
> Has anybody implemented the LARS[1] (least angle regression) algorithm for
> regularized regression in Python or in C binded in Python?
>
> I am about to start in such endeaviour, but I wanted to check if someone
> was willing to share code under a BSD-compatible license.
>
> Gaël
>
> [1] http://en.wikipedia.org/wiki/Least-angle_regression
>
> PS: Sorry for the cross-post, I just wanted to be really sure that if
> anybody was willing to share such code, I would reach him :)
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