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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 |
Reference manual: | plasso.pdf |
Vignettes: |
An introduction to plasso |
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 |
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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.