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.

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Package details

AuthorYing Nan <[email protected]>, Yanjia Yu <[email protected]>, Yuhong Yang <[email protected]>, Yi Yang <[email protected]>
MaintainerYi Yang <[email protected]>
Package repositoryView on CRAN
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glmvsd documentation built on May 29, 2017, 11:54 p.m.