plasso: Cross-Validated Post-Lasso

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>.

Version: 0.1.3
Imports: glmnet, Matrix, methods, parallel, doParallel, foreach, iterators
Suggests: testthat (≥ 3.0.0), knitr, rmarkdown, xfun
Published: 2025-10-31
DOI: 10.32614/CRAN.package.plasso
Author: Michael C. Knaus ORCID iD [aut, cre], Stefan Glaisner [aut]
Maintainer: Michael C. Knaus <michael.knaus at uni-tuebingen.de>
BugReports: https://github.com/MCKnaus/plasso/issues
License: GPL-3
URL: https://github.com/MCKnaus/plasso
NeedsCompilation: no
Citation: plasso citation info
Materials: NEWS
CRAN checks: plasso results

Documentation:

Reference manual: plasso.html , plasso.pdf
Vignettes: An introduction to plasso (source, R code)

Downloads:

Package source: plasso_0.1.3.tar.gz
Windows binaries: r-devel: not available, r-release: not available, r-oldrel: not available
macOS binaries: r-release (arm64): plasso_0.1.3.tgz, r-oldrel (arm64): not available, r-release (x86_64): plasso_0.1.3.tgz, r-oldrel (x86_64): plasso_0.1.3.tgz
Old sources: plasso archive

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