stabs: Stability Selection with Error Control
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 ChangeLog |
In views: |
MachineLearning |
CRAN checks: |
stabs results |
Documentation:
Downloads:
Reverse dependencies:
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