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Bug fixes:
predict.pcLasso now works when
family = “binomial” (previously, the intercept term was
being added in an incorrect manner).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.These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.