Package: plasso
Type: Package
Title: Cross-Validated (Post-) Lasso
Version: 0.1.1
Authors@R: c(
    person("Glaisner", "Stefan", email = "stefan.glaisner@student.uni-tuebingen.de", role = c("aut","cre")),
    person("Knaus", "Michael C.", email = "michael.knaus@uni-tuebingen.de", role = "ctb", comment = c(ORCID = "0000-0002-7328-1363"))
    )
Description: Built on top of the 'glmnet' library by Friedman, Hastie and Tibshirani (2010) <doi:10.18637/jss.v033.i01>, the 'plasso' package follows Knaus (2022) <doi:10.1093/ectj/utac015> 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.
License: GPL-3
VignetteBuilder: knitr
Encoding: UTF-8
URL: https://github.com/stefan-1997/plasso
BugReports: https://github.com/stefan-1997/plasso/issues
LazyData: true
Imports: glmnet, Matrix, methods, parallel, doParallel, foreach,
        iterators
RoxygenNote: 7.2.3
Suggests: testthat (>= 3.0.0), knitr, rmarkdown, xfun
Config/testthat/edition: 3
NeedsCompilation: no
Packaged: 2023-08-24 11:36:28 UTC; stefan
Author: Glaisner Stefan [aut, cre],
  Knaus Michael C. [ctb] (<https://orcid.org/0000-0002-7328-1363>)
Maintainer: Glaisner Stefan <stefan.glaisner@student.uni-tuebingen.de>
Repository: CRAN
Date/Publication: 2023-08-24 14:40:02 UTC
