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 <>, Yi Yang <>, Yuhong Yang <>
MaintainerYi Yang <>
Package repositoryView on CRAN
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SOIL documentation built on May 2, 2019, 2:46 a.m.