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uniLasso  

Univariate-Guided Sparse Regression
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("uniLasso", "2.11")



Attach the package and use:
library("uniLasso")
Maintained by
Trevor Hastie
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2026-01-26
Latest Update: 2026-01-26
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.
How to cite:
Trevor Hastie (2026). uniLasso: Univariate-Guided Sparse Regression. R package version 2.11, https://cran.r-project.org/web/packages/uniLasso. Accessed 21 Aug. 2026.
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