This package implements sparse regression with paired covariates (<doi:10.1007/s11634-019-00375-6>). The paired lasso is designed for settings where each covariate in one set forms a pair with a covariate in the other set (one-to-one correspondence). For the optional correlation shrinkage, install ashr (<https://github.com/stephens999/ashr>) and CorShrink (<https://github.com/kkdey/CorShrink>) from GitHub (see README).