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 |
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