| 'STEP' (Default) |
CoefPositions syntax element indicates steps corresponding to steps in model output by LAR function. CoefPositions syntax element can include any real values in [1, k], where k is maximum step in model. |
| 'FRACTION' |
CoefPositions syntax element indicates fractions of L1 norm of coefficients against maximum L1 norm. Maximum L1 norm is that of full OLS solution (coefficients at last step). CoefPositions syntax element can include any real values in [0, 1]. |
| 'NORM' |
CoefPositions syntax element indicates L1 norm of coefficients. CoefPositions syntax element can include any real values in [0, max L1 norm]. For maximum L1 norm, see above. |
| 'LAMBDA' |
CoefPositions syntax element indicates maximum absolute correlations. For definition, see description of max_abs_corr in LAR Output. CoefPositions syntax element can include any real values. |