nagcpp::correg::lars Example Step Parameter Estimate ----------------------------------------------------------------- 1 0.000 0.000 3.125 0.000 0.000 0.000 2 0.000 0.000 3.792 0.000 0.000 -0.713 3 -0.446 0.000 3.998 0.000 0.000 -1.151 4 -0.628 -0.295 4.098 0.000 0.000 -1.466 5 -1.060 -1.056 4.110 -0.864 0.000 -1.948 6 -1.073 -1.132 4.118 -0.935 -0.059 -1.981 alpha: -50.037 Step Sum RSS df Cp Ck Step Size ---------------------------------------------------------------- 1 72.446 8929.855 2 13.355 123.227 72.446 2 103.385 6404.701 3 7.054 50.781 24.841 3 126.243 5258.247 4 5.286 30.836 16.225 4 145.277 4657.051 5 5.309 19.319 11.587 5 198.223 3959.401 6 5.016 12.266 24.520 6 203.529 3954.571 7 7.000 0.910 2.198 sigma^2: 304.198