| Name : R-plasso
| |
| Version : 0.1.2
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp153.1.4
| Date : 2024-06-14 11:45:21
|
| Group : Development/Libraries/Other
| Source RPM : R-plasso-0.1.2-lp153.1.4.src.rpm
|
| Size : 0.23 MB
| |
| Packager : (none)
| |
| Summary : Cross-Validated (Post-) Lasso
|
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.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
