Least-Angle Regression (LARS) package

FWIW, the quick RCall.jl solution could be

julia> using RCall

R> library(glmnet); library(lars)
┌ Warning: RCall.jl: Loading required package: Matrix
│ Loaded glmnet 4.1-2
│ Loaded lars 1.2
│ 
└ @ RCall ~/.julia/packages/RCall/iMDW2/src/io.jl:160

R> data(QuickStartExample)

R> x <- QuickStartExample$x

R> y <- QuickStartExample$y


R> fit_lars <- lars(x, y, type = "lar", intercept = F, normalize = F)

R> fit_lars

Call:
lars(x = x, y = y, type = "lar", normalize = F, intercept = F)
R-squared: 0.917 
Sequence of LAR moves:
                                                          
Var  1 14 6 5 20 3 8 11 7 10 15  4 13 12  2  9 17 16 18 19
Step 1  2 3 4  5 6 7  8 9 10 11 12 13 14 15 16 17 18 19 20
3 Likes