ptLasso - Pretraining the Lasso

Implements lasso pretraining for generalized linear models for data with grouped observations; data without grouped observations, but with multinomial responses; data with multiple Gaussian responses; and data with repeated measurements over time. The method fits a lasso model to an initial dataset and then uses its support and coefficient values to guide model fitting for a related task, which can improve performance by leveraging larger datasets and preserve interpretability by identifying features which are generally shared, and which are task specific. See Craig et al. (2026) <doi:10.1093/jrsssb/qkaf050> for details. Model fitting in this package is done with cv.glmnet() from the 'glmnet' package, and syntax closely follows that of 'glmnet' (Friedman, Hastie and Tibshirani (2010) <doi:10.18637/jss.v033.i01>).