plasso: Cross-Validated (Post-) Lasso
Built on top of the 'glmnet' library by Friedman, Hastie and Tibshirani (2010) <doi:10.18637/jss.v033.i01>, the 'plasso' package follows Knaus (2022) <doi:10.1093/ectj/utac015> and comes up with two functions that estimate least squares Lasso and Post-Lasso models.
The plasso() function adds coefficient paths for a Post-Lasso model to the standard 'glmnet' output.
On top of that cv.plasso() cross-validates the coefficient paths for both the Lasso and Post-Lasso model and provides optimal hyperparameter values for the penalty term lambda.
Version: |
0.1.2 |
Imports: |
glmnet, Matrix, methods, parallel, doParallel, foreach, iterators |
Suggests: |
testthat (≥ 3.0.0), knitr, rmarkdown, xfun |
Published: |
2023-12-03 |
DOI: |
10.32614/CRAN.package.plasso |
Author: |
Glaisner Stefan [aut, cre],
Knaus Michael C.
[ctb] |
Maintainer: |
Glaisner Stefan <stefan.glaisner at student.uni-tuebingen.de> |
BugReports: |
https://github.com/stefan-1997/plasso/issues |
License: |
GPL-3 |
URL: |
https://github.com/stefan-1997/plasso |
NeedsCompilation: |
no |
Citation: |
plasso citation info |
Materials: |
NEWS |
CRAN checks: |
plasso results |
Documentation:
Downloads:
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