glmnetSE: Add Nonparametric Bootstrap SE to 'glmnet' for Selected Coefficients (No Shrinkage)

Builds a LASSO, Ridge, or Elastic Net model with 'glmnet' or 'cv.glmnet' with bootstrap inference statistics (SE, CI, and p-value) for selected coefficients with no shrinkage applied for them. Model performance can be evaluated on test data and an automated alpha selection is implemented for Elastic Net. Parallelized computation is used to speed up the process. The methods are described in Friedman et al. (2010) <doi:10.18637/jss.v033.i01> and Simon et al. (2011) <doi:10.18637/jss.v039.i05>.

Version: 0.0.1
Depends: R (≥ 4.0.0)
Imports: boot, glmnet, graphics, parallel, stats
Published: 2021-11-05
DOI: 10.32614/CRAN.package.glmnetSE
Author: Sebastian Bahr [cre, aut]
Maintainer: Sebastian Bahr <sebastian.bahr at>
License: GPL-3
NeedsCompilation: no
Language: en-US
Materials: README NEWS
CRAN checks: glmnetSE results


Reference manual: glmnetSE.pdf


Package source: glmnetSE_0.0.1.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): glmnetSE_0.0.1.tgz, r-oldrel (arm64): glmnetSE_0.0.1.tgz, r-release (x86_64): glmnetSE_0.0.1.tgz, r-oldrel (x86_64): glmnetSE_0.0.1.tgz


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