- Mode
- [Optional] Specifies the mode for the S argument:
-
'STEP' (default)
The S argument indicates the steps corresponding to the steps in the model generated by the LARS function. The S argument can include any real values in [1, k], where k is the maximum step in the model.
-
'FRACTION'
The S argument indicates the fractions of the L1 norm of the coefficients against the maximum L1 norm. The maximum L1 norm is that of the full OLS solution, which is the coefficients at the last step. The S argument can include any real values in [0, 1].
-
'NORM'
The S argument indicates the L1 norm of the coefficients. The S argument can include any real values in [0, max L1 norm]. For maximum L1 norm, see above.
-
'LAMBDA'
The S argument indicates the maximum absolute correlations. For definition, see the description of max_abs_corr in the Output section of the function LARS. The S argument can include any real values.
-
'STEP' (default)
- S
- [Optional] Specifies the positions of the coefficients at which to generate predictions. Each coefficient is a different DOUBLE PRECISION value in the range specified by the Mode argument.
- TargetCol
- [Optional] Specifies the name of the response column in the input table (for prediction comparison). The sum-of-square error (SSE) for each prediction appears in the last row of the output table.