%feature("docstring") OT::LARS
"Least Angle Regression.

Available constructors:
    LARS()

See also
--------
BasisSequenceFactory

Notes
-----
LARS inherits from :class:`~openturns.BasisSequenceFactory`.

If the size :math:`P` of the PC basis is of similar size to :math:`N`, or even
possibly significantly larger than :math:`N` , then the following ordinary least
squares problem is ill-posed:

.. math::

    \vect{a} = \argmin_{\vect{b} \in \Rset^P} E_{\mu} \left[ \left( g \circ T^{-1}
            (\vect{U}) - \vect{b}^{\intercal} \vect{\Psi}(\vect{U}) \right)^2 \right]

The sparse least squares approaches may be employed instead. Eventually a sparse
PC representation is obtained, that is an approximation which only contains a
small number of active basis functions.

This class is not usable as is because it has sense only whithin the
:class:`~openturns.FunctionalChaosAlgorithm`."
