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bolasso

Model Consistent Lasso Estimation Through the Bootstrap

Implements the bolasso algorithm for consistent variable selection and estimation accuracy. Includes support for many parallel backends via the future package. For details see: Bach (2008), 'Bolasso: model consistent Lasso estimation through the bootstrap', <doi:10.48550/arXiv.0804.1302>.

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VersionRepositoryFileSize
0.5.0 2026-04-09 windows/windows R-4.5 bolasso_0.5.0.zip 4.0 MiB

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