mu <- rep(0, 3)
Sigma <- matrix(c(3, 1, 2,
1, 4, 0,
2, 0, 5), nrow=3)
xvals <- mvrnorm(20, mu, Sigma)
apply(xvals, 2, mean)
X <- matrix(rnorm(100*8),100,8)
beta0 <- c(3,1.5,0,0,2,0,0,0)
epsilon <- rnorm(100,sd=3)
y <- X %*% beta0 + epsilon
f1<-lars(X,y,type="lasso")
coef(f1,s=4.1,mode="norm")
f3<-predict.lars(f1,X,type="coefficients")
f3就有你要的效果