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

Share:

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.

Author
Ying Nan <nanx0006@gmail.com>, Yanjia Yu <yuxxx748@umn.edu>, Yuhong Yang <yyang@stat.umn.edu>, Yi Yang <yi.yang6@mcgill.ca>
Date of publication
2016-01-07 13:55:37
Maintainer
Yi Yang <yi.yang6@mcgill.ca>
License
GPL-2
Version
1.4
URLs

View on CRAN

Man pages

glmvsd
Variable Selection Deviation (VSD)
stability.test
Instability tests

Files in this package

glmvsd
glmvsd/NAMESPACE
glmvsd/R
glmvsd/R/modelfit.R
glmvsd/R/logitIC.R
glmvsd/R/stability.test.R
glmvsd/R/lsIC.R
glmvsd/R/glmvsd.R
glmvsd/R/lsARM.R
glmvsd/R/logitARM.R
glmvsd/R/tools.R
glmvsd/R/binomialfit.R
glmvsd/R/gaussianfit.R
glmvsd/MD5
glmvsd/DESCRIPTION
glmvsd/ChangeLog
glmvsd/man
glmvsd/man/glmvsd.Rd
glmvsd/man/stability.test.Rd