Looking at the BloodBrain data in
the caret package, perform variable selection on this
dataset, using both LASSO (you can use the glmnet package
for this) and step AIC (which is implemented in the MASS
package). Compare the models selected by the different methods.
Recall that the BloodBrain data consists of a
vector logBBB of response values and a matrix
bbbDescr of predictors.