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lassopv

Nonparametric P-Value Estimation for Predictors in Lasso

v0.2.0 · Feb 22, 2018 · GPL-3

Description

Estimate the p-values for predictors x against target variable y in lasso regression, using the regularization strength when each predictor enters the active set of regularization path for the first time as the statistic. This is based on the assumption that predictors (of the same variance) that (first) become active earlier tend to be more significant. Three null distributions are supported: normal and spherical, which are computed separately for each predictor and analytically under approximation, which aims at efficiency and accuracy for small p-values.

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Maintainer: ‘Lingfei Wang <Lingfei.Wang.github@outlook.com>’

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  Authors@R: person(given = "Lingfei",
                    family = "Wang",
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                    email = "Lingfei.Wang.github@outlook.com")
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Maintainer: ‘Lingfei Wang <Lingfei.Wang.github@outlook.com>’

No Authors@R field in DESCRIPTION.
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  Authors@R: person(given = "Lingfei",
                    family = "Wang",
                    role = c("aut", "cre"),
                    email = "Lingfei.Wang.github@outlook.com")
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NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026
NOTE r-devel-linux-x86_64-debian-clang

CRAN incoming feasibility

Maintainer: ‘Lingfei Wang <Lingfei.Wang.github@outlook.com>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: person(given = "Lingfei",
                    family = "Wang",
                    role = c("aut", "cre"),
                    email = "Lingfei.Wang.github@outlook.com")
as necessary.
NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

Maintainer: ‘Lingfei Wang <Lingfei.Wang.github@outlook.com>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: person(given = "Lingfei",
                    family = "Wang",
                    role = c("aut", "cre"),
                    email = "Lingfei.Wang.github@outlook.com")
as necessary.

Dependency Network

Dependencies Reverse dependencies lars lassopv

Version History

new 0.2.0 Mar 10, 2026