Github repository created by Tomás Soares da Costa for the Statistical Learning course at IST-Lisbon: https://fenix.tecnico.ulisboa.pt/disciplinas/AEsta46/2020-2021/2-semestre
This code is free of use as long as it is properly referenced, as well as the authors behind LASSO and SPCA (if applicable): https://www.it.pt/Members/Index/33331
Copyright (2021): Tomás Soares da Costa
Permission to use, copy, modify, and distribute this software for any purpose without fee is hereby granted, provided that this entire notice is included in all copies of any software which is or includes a copy or modification of this software and in all copies of the supporting documentation for such software. This software is being provided "as is", without any express or implied warranty. In particular, the authors do not make any representation or warranty of any kind concerning the merchantability of this software or its fitness for any particular purpose."