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>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.1.3 |
rolling linux/jammy R-4.5 | plasso_0.1.3.tar.gz |
200.6 KiB |
0.1.3 |
rolling linux/noble R-4.5 | plasso_0.1.3.tar.gz |
200.7 KiB |
0.1.3 |
rolling source/ R- | plasso_0.1.3.tar.gz |
134.3 KiB |
0.1.3 |
latest linux/jammy R-4.5 | plasso_0.1.3.tar.gz |
200.6 KiB |
0.1.3 |
latest linux/noble R-4.5 | plasso_0.1.3.tar.gz |
200.7 KiB |
0.1.3 |
latest source/ R- | plasso_0.1.3.tar.gz |
134.3 KiB |
0.1.3 |
2026-04-26 source/ R- | plasso_0.1.3.tar.gz |
134.3 KiB |
0.1.3 |
2026-04-23 source/ R- | plasso_0.1.3.tar.gz |
134.3 KiB |
0.1.3 |
2026-04-09 windows/windows R-4.5 | plasso_0.1.3.zip |
204.2 KiB |
0.1.2 |
2025-04-20 source/ R- | plasso_0.1.2.tar.gz |
134.2 KiB |