glmvsd: Variable Selection Deviation Measures and Instability Tests for High-Dimensional Generalized Linear Models
Version 1.4

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 <>, Yanjia Yu <>, Yuhong Yang <>, Yi Yang <>
Date of publication2016-01-07 13:55:37
MaintainerYi Yang <>
Package repositoryView on CRAN
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glmvsd documentation built on May 29, 2017, 11:54 p.m.