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.

AuthorYing Nan <nanx0006@gmail.com>, Yanjia Yu <yuxxx748@umn.edu>, Yuhong Yang <yyang@stat.umn.edu>, Yi Yang <yi.yang6@mcgill.ca>
Date of publication2016-01-07 13:55:37
MaintainerYi Yang <yi.yang6@mcgill.ca>
LicenseGPL-2
Version1.4
https://github.com/emeryyi/glmvsd

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