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plasso

Cross-Validated Post-Lasso

v0.1.3 · Oct 31, 2025 · GPL-3

Description

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>.

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r-patched-linux-x86_64 OK
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Check History

OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026

Dependency Network

Dependencies Reverse dependencies glmnet Matrix doParallel foreach iterators plasso

Version History

new 0.1.3 Mar 9, 2026