## pcLasso: a new method for sparse regression

I’m excited to announce that my first package has been accepted to CRAN! The package pcLasso implements principal components lasso, a new method for sparse regression which I’ve developed with Rob Tibshirani and Jerry Friedman. In this post, I will give a brief overview of the method and some starter code. (For an in-depth description … Read morepcLasso: a new method for sparse regression