Stability Selection

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Description

Based on Meinshausen and Buehlmann (2009)

Usage

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stability.selection(x, y, fraction = 0.5, threshold = 0.75, EV = 1,
  nbootstrap = 100, weakness = 1, intercept = FALSE, ncores = 1, ...)

Arguments

x

The design matrix

y

The response vector

fraction

The fraction for each bootstrap sample

threshold

The selection threshold

EV

The expected value of wrongly selected elements

nbootstrap

The number of bootstrap samples

weakness

The weakness parameter for randomised lasso

intercept

Indicator, whether to fit an intercept

ncores

The number of cores for parallel computation

...

Additional arguments to lasso.rand

Value

A list containing selected covariates with frequencies, and the fitted model

Author(s)

Fabian Schmich

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