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pcLasso: Principal Components Lasso

A method for fitting the entire regularization path of the principal components lasso for linear and logistic regression models. The algorithm uses cyclic coordinate descent in a path-wise fashion. See URL below for more information on the algorithm. See Tay, K., Friedman, J. ,Tibshirani, R., (2014) 'Principal component-guided sparse regression' <doi:10.48550/arXiv.1810.04651>.

Version: 1.2
Imports: svd
Suggests: knitr, rmarkdown
Published: 2020-09-03
DOI: 10.32614/CRAN.package.pcLasso
Author: Jerome Friedman, Kenneth Tay, Robert Tibshirani
Maintainer: Rob Tibshirani <tibs at stanford.edu>
License: GPL-3
URL: https://arxiv.org/abs/1810.04651
NeedsCompilation: yes
Materials: README
CRAN checks: pcLasso results

Documentation:

Reference manual: pcLasso.pdf
Vignettes: Introduction to pcLasso

Downloads:

Package source: pcLasso_1.2.tar.gz
Windows binaries: r-devel: pcLasso_1.2.zip, r-release: pcLasso_1.2.zip, r-oldrel: pcLasso_1.2.zip
macOS binaries: r-release (arm64): pcLasso_1.2.tgz, r-oldrel (arm64): pcLasso_1.2.tgz, r-release (x86_64): pcLasso_1.2.tgz, r-oldrel (x86_64): pcLasso_1.2.tgz
Old sources: pcLasso archive

Linking:

Please use the canonical form https://CRAN.R-project.org/package=pcLasso to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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