Model Consistent Lasso Estimation Through the Bootstrap
Overview
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.
- Addresses [#19]. When
family = "multinomial"is specified, previously bolasso did not correctly support variable selection, plotting, etc. This version addresses this. In general, whenfamily = "multinomial", all outputs become a list where each list element corresponds to a unique outcome in the multinomial response vector. However, the content of each list element will be the same as it originally was (e.g. a tibble of coefficients, or a vector of variable names, etc.). In the case of plotting, it will create a facetted plot with one facet per unique outcome. The only limitations are thatfamily = "mgaussian"is not currently supported, and when predicting withfamily = "multinomial", onlytype = "class"is currently supported. These may be added at a later date.
From NEWS.md in the release
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- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK14 OK2026-03-10
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- Help pages
- 10 (1 internal)
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- 100%1 run in a plain check
- Exported functions with examples
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- 94%
- Return-value docs
- 71%
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- RR 4.6.0 released · 2026-04-24
- 0.5.0Latest
- 0.4.0
- RR 4.5.0 released · 2025-04-11
- 0.3.02024-12-08 · diff ↗ ·
added 5 exports
plot_selected_variables, plot_selection_thresholds, selected_variables, selection_thresholds, tidy - RR 4.4.0 released · 2024-04-24
- RR 4.3.0 released · 2023-04-21
- 0.2.02022-05-09 · diff ↗
- RR 4.2.0 released · 2022-04-22
- 0.1.02022-01-04
- RR 4.1.0 released · 2021-05-18
Package metadata
- First published
- 2022-01-04
- Total releases
- 5 / 4 yrs
- License
- MIT + file LICENSE OSI
- Minimum R
- ≥ 4.1.0
- Bundled data
- 2.8 MB / 1 file
- Download size
- 3.4 MB
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