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uniLasso

Univariate-Guided Sparse Regression

v2.11 · Jan 26, 2026 · GPL-2

Description

Fit a univariate-guided sparse regression (lasso), by a two-stage procedure. The first stage fits p separate univariate models to the response. The second stage gives more weight to the more important univariate features, and preserves their signs. Conveniently, it returns an objects that inherits from class 'glmnet', so that all of the methods for 'glmnet' are available. See Chatterjee, Hastie and Tibshirani (2025) <doi:10.1162/99608f92.c79ff6db> for details.

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

Dependency Network

Dependencies Reverse dependencies glmnet MASS uniLasso

Version History

new 2.11 Mar 9, 2026