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
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:

Reference manual:	plasso.pdf
Vignettes:	An introduction to plasso

Downloads:

Package source:	plasso_0.1.2.tar.gz
Windows binaries:	r-devel: plasso_0.1.2.zip, r-release: plasso_0.1.2.zip, r-oldrel: plasso_0.1.2.zip
macOS binaries:	r-release (arm64): plasso_0.1.2.tgz, r-oldrel (arm64): plasso_0.1.2.tgz, r-release (x86_64): plasso_0.1.2.tgz, r-oldrel (x86_64): plasso_0.1.2.tgz
Old sources:	plasso archive

Linking:

Please use the canonical form https://CRAN.R-project.org/package=plasso to link to this page.