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:Glaisner Stefan [aut, cre], Knaus Michael C. [ctb]

plasso_0.1.2.tar.gz
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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'))

Peer review:

Bug tracker:https://github.com/stefan-1997/plasso/issues

Datasets:

On CRAN:

4.30 score 6 scripts 149 downloads 3 exports 11 dependencies

Last updated 7 days agofrom:9ec7f26cda. Checks:OK: 6 ERROR: 1. Indexed: yes.

TargetResultDate
Doc / VignettesOKOct 29 2024
R-4.5-winERROROct 29 2024
R-4.5-linuxOKOct 29 2024
R-4.4-winOKOct 29 2024
R-4.4-macOKOct 29 2024
R-4.3-winOKOct 29 2024
R-4.3-macOKOct 29 2024

Exports:cv.plassoplassotoeplitz

Dependencies:codetoolsdoParallelforeachglmnetiteratorslatticeMatrixRcppRcppEigenshapesurvival

An introduction to plasso

Rendered fromplasso.Rmdusingknitr::rmarkdownon Oct 29 2024.

Last update: 2023-08-23
Started: 2023-08-20