Cross-Validated Post-Lasso
Adds an intercept to a matrix
Extract coefficients from a cv.plasso object
Extract coefficients from a plasso object
Core part for (Post-) Lasso cross-validation
Cross-Validated Lasso and Post-Lasso
Helper function to find the position for prespecified SE rules
plasso fitting
Fitted values for a subset of active variables
Sanitizes potential sample weights
Normalization of sample weights for potential sample weights
Lasso and Post-Lasso
Plot of cross-validation curves
Plot coefficient paths
Predict after cross-validated (Post-) Lasso
Predict for (Post-) Lasso models
Print cross-validated (Post-) Lasso model
Print (Post-) Lasso model
Print summary of (Post-) Lasso model
Summary of cross-validated (Post-) Lasso model
Summary of (Post-) Lasso model
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>.