Package: bolasso 0.5.0

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>.

Authors:Daniel Molitor [aut, cre]

bolasso_0.5.0.tar.gz
bolasso_0.5.0.zip(r-4.7)bolasso_0.5.0.zip(r-4.6)bolasso_0.5.0.zip(r-4.5)
bolasso_0.5.0.tgz(r-4.6-any)bolasso_0.5.0.tgz(r-4.5-any)
bolasso_0.5.0.tar.gz(r-4.7-any)bolasso_0.5.0.tar.gz(r-4.6-any)
bolasso_0.5.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
bolasso/json (API)
NEWS

# Install 'bolasso' in R:

install.packages('bolasso', repos = c('https://dmolitor.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/dmolitor/bolasso/issues

Pkgdown/docs site:https://www.dmolitor.com

Datasets:

transactions - Customer transaction data

On CRAN:

bolasso bootstrap lasso variable-selection

3.88 score 5 stars 7 scripts 647 downloads 1 mentions 8 exports 41 dependencies

Last updated from:3655597688. Checks:9 OK. Indexed: yes.

Target	Result	Time
linux-devel-x86_64	OK	166
source / vignettes	OK	174
linux-release-x86_64	OK	144
macos-release-arm64	OK	204
macos-oldrel-arm64	OK	247
windows-devel	OK	103
windows-release	OK	105
windows-oldrel	OK	139
wasm-release	OK	114

Exports:bolasso bootstrap_samples plot_selected_variables plot_selection_thresholds selected_variables selected_vars selection_thresholds tidy

Dependencies:cli codetools cpp11 digest farver foreach future future.apply gamlr generics ggplot2 glmnet globals glue gtable isoband iterators labeling lattice lifecycle listenv magrittr Matrix parallelly pillar pkgconfig progressr R6 RColorBrewer Rcpp RcppEigen rlang S7 scales shape survival tibble utf8 vctrs viridisLite withr

Citation

Development and contributors

Readme and manuals

Help Manual

Help page	Topics
Bootsrap-enhanced Lasso	bolasso
Extract indices used for each bootstrap replicate	bootstrap_samples
Plot selected variables from a 'bolasso' object.	plot_selected_variables
Plot each covariate's smallest variable selection threshold	plot_selection_thresholds
Plot a 'bolasso' object	plot.bolasso
Bolasso-selected Variables	selected_variables selected_vars
Calculate each covariate's smallest variable selection threshold	selection_thresholds
Tidy a bolasso object	tidy.bolasso
Customer transaction data	transactions