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pcLasso  

Principal Components Lasso
View on CRAN: Click here


Download and install pcLasso package within the R console
Install from CRAN:
install.packages("pcLasso")

Install from Github:
library("remotes")
install_github("cran/pcLasso")

Install by package version:
library("remotes")
install_version("pcLasso", "1.2")



Attach the package and use:
library("pcLasso")
Maintained by
Rob Tibshirani
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2019-01-11
Latest Update: 2020-09-03
Description:
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' .
How to cite:
Rob Tibshirani (2019). pcLasso: Principal Components Lasso. R package version 1.2, https://cran.r-project.org/web/packages/pcLasso. Accessed 06 Mar. 2026.
Previous versions and publish date:
1.0 (2019-01-11 18:00), 1.1 (2019-02-06 13:30)
Other packages that cited pcLasso R package
View pcLasso citation profile
Other R packages that pcLasso depends, imports, suggests or enhances
Complete documentation for pcLasso
Functions, R codes and Examples using the pcLasso R package
Some associated functions: cv.pcLasso . pcLasso . plot.cv.pcLasso . predict.cv.pcLasso . predict.pcLasso . 
Some associated R codes: cv.pcLasso.R . helper.R . pcLasso.R . plot.cv.pcLasso.R . predict.cv.pcLasso.R . predict.pcLasso.R .  Full pcLasso package functions and examples
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