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pcLasso

Principal Components Lasso

v1.2 · Sep 3, 2020 · GPL-3

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' <arXiv:1810.04651>.

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Maintainer: ‘Rob Tibshirani <tibs@stanford.edu>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: c(person(given = "Jerome",
                      family = "Friedman",
                      role = "aut"),
               person(given = "Kenneth",
                      family = "Tay",
                      role = "aut"),
               person(given = "Robert",
                      family = "Tibshirani",
                      role = "aut"),
               person(given = "Rob",
                      family = "Tibshirani",
                      role = "cre",
                      email = "tibs@stanford.edu"))
as necessary.

The Description field contains
  regression' <arXiv:1810.04651>.
Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.
NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

Maintainer: ‘Rob Tibshirani <tibs@stanford.edu>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: c(person(given = "Jerome",
                      family = "Friedman",
                      role = "aut"),
               person(given = "Kenneth",
                      family = "Tay",
                      role = "aut"),
               person(given = "Robert",
                      family = "Tibshirani",
                      role = "aut"),
               person(given = "Rob",
                      family = "Tibshirani",
                      role = "cre",
                      email = "tibs@stanford.edu"))
as necessary.

The Description field contains
  regression' <arXiv:1810.04651>.
Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.
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LazyData

  'LazyData' is specified without a 'data' directory
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LazyData

  'LazyData' is specified without a 'data' directory
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NOTE 9 OK · 5 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026
NOTE r-devel-linux-x86_64-debian-clang

CRAN incoming feasibility

Maintainer: ‘Rob Tibshirani <tibs@stanford.edu>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: c(person(given = "Jerome",
                      family = "Friedman",
                      role = "aut"),
               person(given = "Kenneth",
                      family = "Tay",
                      role = "aut"),
               person(given = "Robert",
                      family = "Tibshirani",
                      role = "aut"),
               person(given = "
NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

Maintainer: ‘Rob Tibshirani <tibs@stanford.edu>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: c(person(given = "Jerome",
                      family = "Friedman",
                      role = "aut"),
               person(given = "Kenneth",
                      family = "Tay",
                      role = "aut"),
               person(given = "Robert",
                      family = "Tibshirani",
                      role = "aut"),
               person(given = "
NOTE r-oldrel-macos-arm64

LazyData

  'LazyData' is specified without a 'data' directory
NOTE r-oldrel-macos-x86_64

LazyData

  'LazyData' is specified without a 'data' directory
NOTE r-oldrel-windows-x86_64

LazyData

  'LazyData' is specified without a 'data' directory

Dependency Network

Dependencies Reverse dependencies svd pcLasso

Version History

new 1.2 Mar 10, 2026