Data

Tools

Indexes

Applications

Experiments

Open Source Science

plasso

Implementation of cross-validated least squares Lasso and Post-Lasso

https://github.com/rm-1997/plasso

Science Score: 13.0%

This score indicates how likely this project is to be science-related based on various indicators:

  • ○
    CITATION.cff file
  • ✓
    codemeta.json file
    Found codemeta.json file
  • ○
    .zenodo.json file
  • ○
    DOI references
  • ○
    Academic publication links
  • ○
    Academic email domains
  • ○
    Institutional organization owner
  • ○
    JOSS paper metadata
  • ○
    Scientific vocabulary similarity
    Low similarity (9.6%) to scientific vocabulary
Last synced: 9 months ago · JSON representation

Repository

Implementation of cross-validated least squares Lasso and Post-Lasso

Basic Info
  • Host: GitHub
  • Owner: rm-1997
  • Language: R
  • Default Branch: main
  • Size: 1.64 MB
Statistics
  • Stars: 0
  • Watchers: 1
  • Forks: 0
  • Open Issues: 0
  • Releases: 0
Created over 3 years ago · Last pushed over 1 year ago
Metadata Files
Readme Changelog

README.Rmd 

---
bibliography: vignettes/assets/plasso_refs.bib
output: github_document
---

# plasso 


[![CRAN_Status_Badge](https://www.r-pkg.org/badges/version/plasso)](https://CRAN.R-project.org/package=plasso)
[![License](https://img.shields.io/badge/license-GPL--3-blue.svg)](https://www.gnu.org/licenses/gpl-3.0.en.html)
[![Downloads_Total](https://cranlogs.r-pkg.org/badges/grand-total/plasso)](https://CRAN.R-project.org/package=plasso)
[![Downloads_Monthly](https://cranlogs.r-pkg.org/badges/plasso)](https://CRAN.R-project.org/package=plasso)
[![Project_Status](https://www.repostatus.org/badges/latest/active.svg)](https://www.repostatus.org/#active)


Built on top of the `glmnet` library by @glmnet, the `plasso` package follows @knaus and comes up with two functions that estimate least squares Lasso and Post-Lasso models.
The `plasso()` function adds coefficient paths for a Post-Lasso model to the standard `glmnet()` output.
On top of that `cv.plasso()` cross-validates the coefficient paths for both the Lasso and Post-Lasso model and provides optimal hyperparameter values for the penalty term lambda.

### Bug reports & support

For reporting a bug, simply [open an issue](https://github.com/stefan-1997/plasso/issues/new) on GitHub. For personal contact, you can write an email to michael.knaus\@uni-tuebingen.de.
  
### References

GitHub Events

Total
Last Year

Dependencies

DESCRIPTION cran
  • Matrix * imports
  • doParallel * imports
  • foreach * imports
  • glmnet * imports
  • iterators * imports
  • methods * imports
  • parallel * imports
  • knitr * suggests
  • rmarkdown * suggests
  • testthat >= 3.0.0 suggests
  • xfun * suggests