How to obtain coefficients from Lasso Regression in R?

问题

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.

回答1:

   #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")

来源：https://stackoverflow.com/questions/25620511/how-to-obtain-coefficients-from-lasso-regression-in-r