LARS algorithm: lars_init() - File Exchange

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Highlights from
LARS algorithm

bootstrp(nboot,bootfun,vararg... BOOTSTRP Bootstrap statistics.
lars(yin, xin, XTX, type, sto...
lars_getXTX(xin, no_xtx) Utility function for lars function
lars_init() RESOLUTION_OF_LARS = 1e-10;
lars_scale(x,varargin) A utility function for the 'lars' function.
myStopTest(history, data) This function must return a structure, and that structure must have a
test_template TEST_TEMPLATE
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from LARS algorithm by Sung Soo Kim
Pure vanilla implementation of LARS algorithm.

lars_init()

function lars_init()

global RESOLUTION_OF_LARS;
global REGULARIZATION_FACTOR;
RESOLUTION_OF_LARS = 1e-12;
REGULARIZATION_FACTOR = 1e-11;
% RESOLUTION_OF_LARS = 1e-10;
% REGULARIZATION_FACTOR = 1e-9;
end

Highlights from LARS algorithm

Highlights from
LARS algorithm