bolasso: Model Consistent Lasso Estimation Through the Bootstrap

Implements the bolasso algorithm for consistent variable selection and estimation accuracy. Includes support for many parallel backends via the future package. For details see: Bach (2008), 'Bolasso: model consistent Lasso estimation through the bootstrap', <doi:10.48550/arXiv.0804.1302>.

Version: 0.2.0
Depends: Matrix (≥ 1.0-6), R (≥ 3.6.0)
Imports: future.apply (≥ 1.1.0), gamlr (≥ 1.0), ggplot2, glmnet (≥ 3.0), progressr, Rdpack, stats, tibble
Suggests: testthat (≥ 3.0.0), mlbench, covr
Published: 2022-05-09
Author: Daniel Molitor [aut, cre]
Maintainer: Daniel Molitor <molitdj97 at gmail.com>
License: MIT + file LICENSE
URL: https://www.dmolitor.com/bolasso/
NeedsCompilation: no
Materials: README NEWS
CRAN checks: bolasso results

Documentation:

Reference manual: bolasso.pdf

Downloads:

Package source: bolasso_0.2.0.tar.gz
Windows binaries: r-prerel: bolasso_0.2.0.zip, r-release: bolasso_0.2.0.zip, r-oldrel: bolasso_0.2.0.zip
macOS binaries: r-prerel (arm64): bolasso_0.2.0.tgz, r-release (arm64): bolasso_0.2.0.tgz, r-oldrel (arm64): bolasso_0.2.0.tgz, r-prerel (x86_64): bolasso_0.2.0.tgz, r-release (x86_64): bolasso_0.2.0.tgz
Old sources: bolasso archive

Linking:

Please use the canonical form https://CRAN.R-project.org/package=bolasso to link to this page.