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❗ This is a read-only mirror of the CRAN R package repository. pcLasso — Principal Components Lasso. Homepage: https://arxiv.org/abs/1810.04651

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Bug fixes:

  • predict.pcLasso now works when family = “binomial” (previously, the intercept term was being added in an incorrect manner).
  • Previously, standardize = TRUE scaled the beta coefficients and intercept a0 incorrectly. This has been fixed.
  • pcLasso now generates lambda values for the objective function RSS/(2n) + penalty, instead of that for RSS/2 + penalty.

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❗ This is a read-only mirror of the CRAN R package repository. pcLasso — Principal Components Lasso. Homepage: https://arxiv.org/abs/1810.04651

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