I wrote a program in R Markdown that shows how the lasso regression model works. It has too many pictures to be easily ported to this blog, so I’ll share a link to a pdf file instead. You can also find the R Markdown code at my github repository.

This Blog post was added to the website on 2016-05-25 and was last modified on 2020-01-19. You can find similar pages at Linear regression, R software.

An earlier version of this page appears here.