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>.

Getting started

Package details

AuthorDaniel Molitor [aut, cre]
MaintainerDaniel Molitor <molitdj97@gmail.com>
LicenseMIT + file LICENSE
Version0.5.0
URL https://www.dmolitor.com/bolasso/ https://github.com/dmolitor/bolasso
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("bolasso")

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bolasso documentation built on March 19, 2026, 5:08 p.m.