STOPES: Selection Threshold Optimized Empirically via Splitting

A variable selection procedure for low to moderate size linear regressions models. This method repeatedly splits the data into two sets, one for estimation and one for validation, to obtain an empirically optimized threshold which is then used to screen for variables to include in the final model.

Getting started

Package details

AuthorMarinela Capanu, Mihai Giurcanu, Colin Begg, and Mithat Gonen
MaintainerMarinela Capanu <capanum@mskcc.org>
LicenseGPL-2
Version0.1
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("STOPES")

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STOPES documentation built on June 14, 2019, 9:02 a.m.