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plasso  

Cross-Validated Post-Lasso
View on CRAN: Click here


Download and install plasso package within the R console
Install from CRAN:
install.packages("plasso")

Install from Github:
library("remotes")
install_github("cran/plasso")

Install by package version:
library("remotes")
install_version("plasso", "0.1.3")



Attach the package and use:
library("plasso")
Maintained by
Glaisner Stefan
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2023-08-21
Latest Update:
Description:
Built on top of the 'glmnet' library by Friedman, Hastie and Tibshirani (2010) , the 'plasso' package follows Knaus (2022) 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.
How to cite:
Glaisner Stefan (2023). plasso: Cross-Validated Post-Lasso. R package version 0.1.3, https://cran.r-project.org/web/packages/plasso. Accessed 28 Jun. 2026.
Previous versions and publish date:
0.1.0 (2023-08-21 15:40), 0.1.1 (2023-08-24 16:40), 0.1.2 (2023-12-03 16:10)
Other packages that cited plasso R package
View plasso citation profile
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Complete documentation for plasso
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