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: 0.1.1
Imports: glmnet, Matrix, methods, parallel, doParallel, foreach, iterators
Suggests: testthat (≥ 3.0.0), knitr, rmarkdown, xfun
Published: 2023-08-24
Author: Glaisner Stefan [aut, cre], Knaus Michael C. ORCID iD [ctb]
Maintainer: Glaisner Stefan <stefan.glaisner at>
License: GPL-3
NeedsCompilation: no
Materials: NEWS
CRAN checks: plasso results


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


Package source: plasso_0.1.1.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): plasso_0.1.1.tgz, r-oldrel (arm64): plasso_0.1.1.tgz, r-release (x86_64): plasso_0.1.1.tgz, r-oldrel (x86_64): plasso_0.1.1.tgz
Old sources: plasso archive


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