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