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.

Install the latest version of this package by entering the following in R:
install.packages("glmvsd")
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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