R-pcLasso

v 1.2 Updated: 2 years, 3 months ago

Principal Components Lasso

A method for fitting the entire regularization path of the principal components lasso for linear and logistic regression models.

https://cran.r-project.org/package=pcLasso

To install R-pcLasso, paste this into the macOS Terminal after installing MacPorts

sudo port install R-pcLasso

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