Package: pcLasso 1.2

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>.

Authors:Jerome Friedman, Kenneth Tay, Robert Tibshirani

pcLasso_1.2.tar.gz
pcLasso_1.2.zip(r-4.7)pcLasso_1.2.zip(r-4.6)pcLasso_1.2.zip(r-4.5)
pcLasso_1.2.tgz(r-4.6-x86_64)pcLasso_1.2.tgz(r-4.6-arm64)pcLasso_1.2.tgz(r-4.5-x86_64)pcLasso_1.2.tgz(r-4.5-arm64)
pcLasso_1.2.tar.gz(r-4.7-arm64)pcLasso_1.2.tar.gz(r-4.7-x86_64)pcLasso_1.2.tar.gz(r-4.6-arm64)pcLasso_1.2.tar.gz(r-4.6-x86_64)
pcLasso_1.2.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
pcLasso/json (API)

# Install 'pcLasso' in R:
install.packages('pcLasso', repos = c('https://tibshirani.r-universe.dev', 'https://cloud.r-project.org'))

On CRAN:

Conda:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

3.04 score 22 scripts 190 downloads 4 exports 1 dependencies

Last updated from:4047b5f890. Checks:13 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-arm64OK110
linux-devel-x86_64OK116
source / vignettesOK140
linux-release-arm64OK105
linux-release-x86_64OK114
macos-release-arm64OK74
macos-release-x86_64OK184
macos-oldrel-arm64OK106
macos-oldrel-x86_64OK199
windows-develOK96
windows-releaseOK79
windows-oldrelOK88
wasm-releaseOK95

Exports:cv.pcLassopcLassopredict.cv.pcLassopredict.pcLasso

Dependencies:svd

Introduction to pcLasso

Kenneth Tay and Rob Tibshirani

Rendered frompcLasso.Rmdusingknitr::rmarkdownon May 21 2026.

Last update: 2019-01-11
Started: 2019-01-11