bolasso

Last update 19 March 2026

Copyright license MIT license, File License

Software version identifier 0.2.0, PACKAGES.rds, 0.1.0, 0.3.0, 0.4.0, 0.5.0

Description

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>.

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