stabs: Stability Selection with Error Control (original) (raw)
Resampling procedures to assess the stability of selected variables with additional finite sample error control for high-dimensional variable selection procedures such as Lasso or boosting. Both, standard stability selection (Meinshausen & Buhlmann, 2010, <doi:10.1111/j.1467-9868.2010.00740.x>) and complementary pairs stability selection with improved error bounds (Shah & Samworth, 2013, <doi:10.1111/j.1467-9868.2011.01034.x>) are implemented. The package can be combined with arbitrary user specified variable selection approaches.
Version: | 0.6-4 |
---|---|
Depends: | R (≥ 2.14.0), methods, stats, parallel |
Imports: | graphics, grDevices, utils |
Suggests: | glmnet, lars, mboost (> 2.3-0), gamboostLSS (≥ 1.2-0), TH.data, hdi, testthat, knitr, rmarkdown |
Published: | 2021-01-29 |
DOI: | 10.32614/CRAN.package.stabs |
Author: | Benjamin Hofner [aut, cre], Torsten Hothorn [aut] |
Maintainer: | Benjamin Hofner <benjamin.hofner at pei.de> |
License: | GPL-2 |
URL: | https://github.com/hofnerb/stabs |
NeedsCompilation: | no |
Citation: | stabs citation info |
Materials: | README NEWS |
In views: | MachineLearning |
CRAN checks: | stabs results |
Documentation:
Downloads:
Reverse dependencies:
Linking:
Please use the canonical formhttps://CRAN.R-project.org/package=stabsto link to this page.