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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 |
| 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 |
| Reference manual: | plasso.html , plasso.pdf |
| Vignettes: |
An introduction to plasso (source, R code) |
| Package source: | plasso_0.1.3.tar.gz |
| Windows binaries: | r-devel: plasso_0.1.3.zip, r-release: plasso_0.1.3.zip, r-oldrel: plasso_0.1.3.zip |
| macOS binaries: | r-release (arm64): plasso_0.1.3.tgz, r-oldrel (arm64): plasso_0.1.3.tgz, r-release (x86_64): plasso_0.1.3.tgz, r-oldrel (x86_64): plasso_0.1.3.tgz |
| Old sources: | plasso archive |
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These binaries (installable software) and packages are in development.
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