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⚠️There's a newer version (1.2) of this package.Take me there.

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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Version

Install

install.packages('pcLasso')

Monthly Downloads

153

Version

1.1

License

GPL-3

Maintainer

Rob Tibshirani

Last Published

February 6th, 2019

Functions in pcLasso (1.1)

cv.pcLasso

Cross-validation for pcLasso
pcLasso

Fit a model with principal components lasso
plot.cv.pcLasso

Plot the cross-validation curve produced by "cv.pcLasso" object
predict.cv.pcLasso

Make predictions from a "cv.pcLasso" object
predict.pcLasso

Make predictions from a "pcLasso" object