LARS Engine v1.05 - with lasso modification
===========================================

This is the free version of the LARS Engine.

Updates are available at:
http://www.applied-mathematics.net/identification/ranking.html

This archive contains a matlab mex-file that runs the C++ LARS engine.

INSTALLATION 
============

  copy "larsMatlab.dll" somewhere inside your matlab path. To work correclty, the mex-file 
  "larsMatlab.dll" must be accessible. The error message "Unable to load mex file: ..." 
  appears if the "larsMatlab.dll" is not accessible. 
  
  WARNING: You CANNOT rename the "larsMatlab.dll" file to another filename.

USAGE
=====
  
  Run larsMatlab without any argument to obtain help.
  Extended explanations are available in "LARSLibdoc.pdf".

THE 2 EXAMPLES
==============

larsTest.m generates the following graphics: 
- left part of figure 1 of the paper "Least_Angle_regression.pdf"
- the blue curve on the right part of the figure 3 of the paper "Least_Angle_regression.pdf"

larsTest2.m is an example that demonstrates that, in opposition to FOS, the LARS is not stuck
with a wrong model as discussed in page 10 of "LARSLibdoc.pdf" and illustrated in figure 8 of 
the same paper.

LOG
===

v1.01: 10-23-2005: inital realease.
v1.02: 1-1-2006: 1 BUG fix:
  - the correlation among variables reported inside the class LARSVariablesCorrelations were sometime corrupted
v1.03: 16-2-2006: 1 BUG fix, 1 addition:
  - a bug appeared when at the first iteration of the algorithm, two variables entered the active set.
  - added a variable named "maxComputingTime" (self-explaining name)
v1.04: added matlab 6.5 binaries
v1.05: new compilation that should work on any matlab version

