pcLasso

cranv1.2

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)

License GPL-3strong copyleft0 versions1 maintainers1 deps77 weekly dl
https://CRAN.R-project.org/package=pcLasso
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First published · 2020-09-03 23:32:35

Last updated · 2020-09-03T21:22:19+00:00