lassopv
0.2.0Nonparametric P-Value Estimation for Predictors in Lasso
Overview
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.
Install
Health
- NOTE r-devel-linux-x86_64-debian-clang
- NOTE r-devel-linux-x86_64-debian-gcc
- NOTE2026-03-1012 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Documentation
- Examples that run
- 100%
- Documented parameters
- 100%
- Return-value docs
- 100%
- References docs
- 100%
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3 releases. Pick two to compare their code metrics. R releases are shown for context.
- RR 4.6.0 released · 2026-04-24
- RR 4.5.0 released · 2025-04-11
- RR 4.4.0 released · 2024-04-24
- RR 4.3.0 released · 2023-04-21
- RR 4.2.0 released · 2022-04-22
- RR 4.1.0 released · 2021-05-18
- RR 4.0.0 released · 2020-04-24
- RR 3.6.0 released · 2019-04-26
- RR 3.5.0 released · 2018-04-23
- 0.2.0Latest
- RR 3.4.0 released · 2017-04-21
- 0.1.32017-02-08 · diff ↗
- 0.1.12017-01-21
- RR 3.3.0 released · 2016-05-03
Package metadata
- First published
- 2017-01-21
- Total releases
- 3 / 9 yrs
- License
- GPL-3 OSI
- Minimum R
- ≥ 2.10
- Download size
- 3.4 KB
- Installed size
- not tracked yet
- With dependencies
- not tracked yet