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I am thinking to write a LARS algorithm that uses different optimizations in each step. Can somebody briefly explain Least angel regression, LARS (see here) to me? then I will try to write my own LARS in R. Or if you have a simple R code (that shows just core of the function and not lots of details) I will appreciate to have a look at that.

TPArrow
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    @JuhoKokkala Usually, but not always; the [help/on-topc](http://stats.stackexchange.com/help/on-topic) states: "*If the language is statistically oriented (such as R, SAS, Stata, SPSS, etc.), then decide based on the nature of your question: if it needs statistical expertise to understand or answer, ask it here*..." means it's *sometimes* okay that a question involve code. Indeed, `r` is our biggest tag by some distance ... and many of those answers and question do contain R code (though generally in the context of a statistical issue). – Glen_b Aug 03 '15 at 09:06
  • Actually it doesn't have an answer... – Royi Nov 21 '15 at 11:59

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