README.md

In islasso: The Induced Smoothed Lasso

Induced Smoothed Lasso

📦 Installation

You can install the development version of islasso from GitHub:

# install.packages("devtools")
devtools::install_github("gianluca-sottile/islasso")

Once installed, load the package:

library(islasso)

🔍 Description

islasso implements the Induced Smoothed Lasso, a robust and interpretable approach for hypothesis testing in high-dimensional linear and generalized linear models.

Key features include:

• Efficient Fortran backend for fast computation
• Support for Gaussian, Binomial, Poisson, and Gamma families
• Smoothed penalization for stable inference
• Automatic selection of active variables
• Visualization tools powered by ggplot2

🚀 Quick Example

set.seed(123)
sim <- simulXy(n = 100, p = 20, family = "gaussian")
mod <- islasso(y ~ ., data = sim$data)
summary(mod)
plot(mod)

📚 Documentation

• 📘 Function reference: ?islasso
• 📄 Vignette: vignette("islasso-intro")
• 🌐 Website: https://gianluca-sottile.github.io/islasso/

📖 References

Cilluffo G, Sottile G, La Grutta S, Muggeo V (2020). The Induced Smoothed lasso: A practical framework for hypothesis testing in high dimensional regression. Statistical Methods in Medical Research_, 29(3), 765-777. doi:10.1177/0962280219842890

🤝 Contributing

Feel free to open issues, suggest improvements, or submit pull requests. Bug reports and feature requests are welcome!

📜 License

islasso © 2019 by Gianluca Sottile is licensed under CC BY 4.0

islasso documentation built on Nov. 14, 2025, 5:07 p.m.