SOIL: Sparsity Oriented Importance Learning

Sparsity Oriented Importance Learning (SOIL) provides a new variable importance measure for high dimensional linear regression and logistic regression from a sparse penalization perspective, by taking into account the variable selection uncertainty via the use of a sensible model weighting. The package is an implementation of Ye, C., Yang, Y., and Yang, Y. (2017+).

Getting started

Package details

AuthorChenglong Ye <[email protected]>, Yi Yang <[email protected]>, Yuhong Yang <[email protected]>
MaintainerYi Yang <[email protected]>
Package repositoryView on CRAN
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SOIL documentation built on Sept. 21, 2017, 1:03 a.m.