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uniLasso

Univariate-Guided Sparse Regression

v2.11 · Jan 26, 2026 · GPL-2

Description

Fit a univariate-guided sparse regression (lasso), by a two-stage procedure. The first stage fits p separate univariate models to the response. The second stage gives more weight to the more important univariate features, and preserves their signs. Conveniently, it returns an objects that inherits from class 'glmnet', so that all of the methods for 'glmnet' are available. See Chatterjee, Hastie and Tibshirani (2025) <doi:10.1162/99608f92.c79ff6db> for details.

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r-devel-linux-x86_64-debian-clang OK
r-devel-linux-x86_64-debian-gcc OK
r-devel-linux-x86_64-fedora-clang OK
r-devel-linux-x86_64-fedora-gcc OK
r-devel-macos-arm64 OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 OK
r-oldrel-macos-x86_64 OK
r-oldrel-windows-x86_64 OK
r-patched-linux-x86_64 OK
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r-release-windows-x86_64 OK

Check History

OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026

Dependency Network

Dependencies Reverse dependencies glmnet MASS uniLasso

Version History

new 2.11 Mar 10, 2026