summary.plasso

Provides tools for cross-validated Lasso and Post-Lasso estimation.
Built on top of the 'glmnet' package by Friedman, Hastie and Tibshirani (2010) <doi:10.18637/jss.v033.i01>,
the main function plasso() extends the standard 'glmnet' output with coefficient paths
for Post-Lasso models, while cv.plasso() performs cross-validation for both Lasso
and Post-Lasso models and different ways to select the penalty parameter lambda as discussed in Knaus (2021) <doi:10.1111/rssa.12623>.

Knaus Michael C.

plasso

Cross-Validated Post-Lasso

Michael C. Knaus

Stefan Glaisner

summary.plasso function

<dl><dt>object</dt>
<dd><code>plasso</code> object</dd>
<dt>...</dt>
<dd>Pass generic <code><a href="/link/summary?package=plasso&version=0.1.3" data-mini-rdoc="plasso::summary">summary</a></code> summary options</dd></dl>

Arguments

Summary of (Post-) Lasso model — summary.plasso

<dl>

<dt>object</dt>
<dd><code>plasso</code> object</dd>


<dt>...</dt>
<dd>Pass generic <code><a href='https://rdrr.io/r/base/summary.html'>summary</a></code> summary options</dd>

</dl>

summary.plasso: Summary of (Post-) Lasso model

Description

Usage

Value

Arguments