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
DOI: 10.32614/CRAN.package.bolasso
Author: Daniel Molitor [aut, cre]
Maintainer: Daniel Molitor <molitdj97 at>
License: MIT + file LICENSE
NeedsCompilation: no
Materials: README NEWS
CRAN checks: bolasso results


Reference manual: bolasso.pdf


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


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