Changes in version 0.2-2 (2022-05-30) - Add reference to the DESCRIPTION file. Changes in version 0.2-1 (2021-09-22) - Bug fixed in the internal function hdps_pv: the denominator of the PC1 quantity is Tot_E and not Tot. Changes in version 0.2-0 (2021-08-05) - Modification on all functions that involves cross-validation with the adaptive lasso (cf. Nadim, B., Lola, E., and Vivian, V. (2020). On the use of cross-validation for the calibration of the tuning parameter in the adaptive lasso. arXiv preprint arXiv:2005.10119.) - The adapt_ridge function has been removed, the adapt_cv and adapt_univ (with criterion = cv) functions have been modified. - In this version, two differents implementation of the cross-validation for th adaptive lasso are possible through the new parameter type_cv. When type_cv = naive, it corresponds to the first version of this package: adaptive weights obtained on the full data are used for the cross-validation. When type_cv = proper, adaptive weights are calculated for each training sets.