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' <arXiv:1810.04651>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.2 |
rolling linux/jammy R-4.5 | pcLasso_1.2.tar.gz |
151.9 KiB |
1.2 |
rolling linux/noble R-4.5 | pcLasso_1.2.tar.gz |
152.4 KiB |
1.2 |
rolling source/ R- | pcLasso_1.2.tar.gz |
109.2 KiB |
1.2 |
latest linux/jammy R-4.5 | pcLasso_1.2.tar.gz |
151.9 KiB |
1.2 |
latest linux/noble R-4.5 | pcLasso_1.2.tar.gz |
152.4 KiB |
1.2 |
latest source/ R- | pcLasso_1.2.tar.gz |
109.2 KiB |
1.2 |
2026-04-26 source/ R- | pcLasso_1.2.tar.gz |
109.2 KiB |
1.2 |
2026-04-23 source/ R- | pcLasso_1.2.tar.gz |
109.2 KiB |
1.2 |
2026-04-09 windows/windows R-4.5 | pcLasso_1.2.zip |
161.5 KiB |
1.2 |
2025-04-20 source/ R- | pcLasso_1.2.tar.gz |
109.2 KiB |