%+++ CARS: Competitive Adaptive Reweighted Sampling method for variable selection.%+++ X: The data matrix of size m x p%+++ y: The reponse vector of size m x 1%+++ A: the maximal principle to extract.%+++ K: the group number for cross validation.%+++ num: the number of Monte Carlo Sampling runs.%+++ method: pretreatment method.
