Package: plasso 0.1.3

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>.

Authors:Michael C. Knaus [aut, cre], Stefan Glaisner [aut]

plasso_0.1.3.tar.gz
plasso_0.1.3.zip(r-4.7-any)plasso_0.1.3.zip(r-4.6-any)plasso_0.1.3.zip(r-4.5-any)
plasso_0.1.3.tgz(r-4.6-any)plasso_0.1.3.tgz(r-4.5-any)
plasso_0.1.3.tar.gz(r-4.7-any)plasso_0.1.3.tar.gz(r-4.6-any)
plasso_0.1.3.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
plasso/json (API)

# Install 'plasso' in R:

install.packages('plasso', repos = c('https://mcknaus.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/mcknaus/plasso/issues

Datasets:

toeplitz - Simulated 'Toeplitz' Data

On CRAN:

4.30 score 9 scripts 230 downloads 3 exports 11 dependencies

Last updated from:cf82083889. Checks:9 OK. Indexed: yes.

Target	Result	Time
linux-devel	OK	165
source / vignettes	OK	194
linux-release	OK	118
macos-release	OK	155
macos-oldrel	OK	245
windows-devel	OK	87
windows-release	OK	91
windows-oldrel	OK	78
wasm-release	OK	88

Exports:cv.plasso plasso toeplitz

Dependencies:codetools doParallel foreach glmnet iterators lattice Matrix Rcpp RcppEigen shape survival

An introduction to plasso

Getting started | plasso | cv.plasso

Rendered fromplasso.Rmdusingknitr::rmarkdown

Last update: 2025-10-27
Started: 2023-08-20

Citation

Development and contributors

Readme and manuals

Help Manual

Help page	Topics
Extract coefficients from a 'cv.plasso' object	coef.cv.plasso
Extract coefficients from a 'plasso' object	coef.plasso
Cross-Validated Lasso and Post-Lasso	cv.plasso
Lasso and Post-Lasso	plasso
Plot of cross-validation curves	plot.cv.plasso
Plot coefficient paths	plot.plasso
Predict after cross-validated (Post-) Lasso	predict.cv.plasso
Predict for (Post-) Lasso models	predict.plasso
Print cross-validated (Post-) Lasso model	print.cv.plasso
Print (Post-) Lasso model	print.plasso
Print summary of (Post-) Lasso model	print.summary.cv.plasso
Summary of cross-validated (Post-) Lasso model	summary.cv.plasso
Summary of (Post-) Lasso model	summary.plasso
Simulated 'Toeplitz' Data	toeplitz