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', .


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install.packages("bolasso")

0.1.0 by Daniel Molitor, 15 days ago


https://dmolitor.github.io/bolasso/


Browse source code at https://github.com/cran/bolasso


Authors: Daniel Molitor [aut, cre]


Documentation:   PDF Manual  


MIT + file LICENSE license


Imports future.apply, gamlr, ggplot2, glmnet, progressr, Rdpack, stats, tibble

Depends on Matrix

Suggests testthat, mlbench, covr


See at CRAN