plasso: Cross-Validated Post-Lasso
Provides tools for cross-validated Lasso and Post-Lasso estimation.
Built on top of the 'glmnet' package by Friedman, Hastie and Tibshirani (2010) <doi:10.18637/jss.v033.i01>,
the main function plasso() extends the standard 'glmnet' output with coefficient paths
for Post-Lasso models, while cv.plasso() performs cross-validation for both Lasso
and Post-Lasso models and different ways to select the penalty parameter lambda as discussed in Knaus (2021) <doi:10.1111/rssa.12623>.
| Version: |
0.1.3 |
| Imports: |
glmnet, Matrix, methods, parallel, doParallel, foreach, iterators |
| Suggests: |
testthat (≥ 3.0.0), knitr, rmarkdown, xfun |
| Published: |
2025-10-31 |
| DOI: |
10.32614/CRAN.package.plasso |
| Author: |
Michael C. Knaus 
[aut, cre],
Stefan Glaisner [aut] |
| Maintainer: |
Michael C. Knaus <michael.knaus at uni-tuebingen.de> |
| BugReports: |
https://github.com/MCKnaus/plasso/issues |
| License: |
GPL-3 |
| URL: |
https://github.com/MCKnaus/plasso |
| NeedsCompilation: |
no |
| Citation: |
plasso citation info |
| Materials: |
NEWS |
| CRAN checks: |
plasso results |
Documentation:
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