Package: plasso 0.1.2
Glaisner Stefan
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.
Authors:
plasso_0.1.2.tar.gz
plasso_0.1.2.zip(r-4.5)plasso_0.1.2.zip(r-4.4)plasso_0.1.2.zip(r-4.3)
plasso_0.1.2.tgz(r-4.4-any)plasso_0.1.2.tgz(r-4.3-any)
plasso_0.1.2.tar.gz(r-4.5-noble)plasso_0.1.2.tar.gz(r-4.4-noble)
plasso_0.1.2.tgz(r-4.4-emscripten)plasso_0.1.2.tgz(r-4.3-emscripten)
plasso.pdf |plasso.html✨
plasso/json (API)
NEWS
| # Install 'plasso' in R: |
| install.packages('plasso', repos = c('https://rm-1997.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/stefan-1997/plasso/issues
- toeplitz - Simulated 'Toeplitz' Data
Last updated 7 days agofrom:9ec7f26cda. Checks:OK: 6 ERROR: 1. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Oct 29 2024 |
| R-4.5-win | ERROR | Oct 29 2024 |
| R-4.5-linux | OK | Oct 29 2024 |
| R-4.4-win | OK | Oct 29 2024 |
| R-4.4-mac | OK | Oct 29 2024 |
| R-4.3-win | OK | Oct 29 2024 |
| R-4.3-mac | OK | Oct 29 2024 |
Exports:cv.plassoplassotoeplitz
Dependencies:codetoolsdoParallelforeachglmnetiteratorslatticeMatrixRcppRcppEigenshapesurvival
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Extract coefficients from a 'cv.plasso' object | coef.cv.plasso |
| Extract coefficients from a 'plasso' object | coef.plasso |
| Cross-Validated Lasso and Post-Lasso | cv.plasso |
| Lasso and Post-Lasso | plasso |
| Plot of cross-validation curves | plot.cv.plasso |
| Plot coefficient paths | plot.plasso |
| Predict after cross-validated (Post-) Lasso | predict.cv.plasso |
| Predict for (Post-) Lasso models | predict.plasso |
| Print cross-validated (Post-) Lasso model | print.cv.plasso |
| Print (Post-) Lasso model | print.plasso |
| Print summary of (Post-) Lasso model | print.summary.cv.plasso |
| Summary of cross-validated (Post-) Lasso model | summary.cv.plasso |
| Summary of (Post-) Lasso model | summary.plasso |
| Simulated 'Toeplitz' Data | toeplitz |