glmvsd: Variable Selection Deviation Measures and Instability Tests for High-Dimensional Generalized Linear Models

Variable selection deviation (VSD) measures and instability tests for high-dimensional model selection methods such as LASSO, SCAD and MCP, etc., to decide whether the sparse patterns identified by those methods are reliable.

Getting started

Package details

AuthorYing Nan <nanx0006@gmail.com>, Yanjia Yu <yuxxx748@umn.edu>, Yi Yang <yi.yang6@mcgill.ca>, Yuhong Yang <yyang@stat.umn.edu>
MaintainerYi Yang <yi.yang6@mcgill.ca>
LicenseGPL-2
Version1.5
URL https://github.com/emeryyi/glmvsd
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("glmvsd")

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glmvsd documentation built on Aug. 14, 2022, 9:05 a.m.