pass: Prediction and Stability Selection of Tuning Parameters

To implement two methods, Kappa and PASS, for selecting tuning parameters in regularized procedures such as LASSO, SCAD, adaptive LASSO, aiming for variable selection in regularized regression

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Package details

AuthorYixin Fang, Wei Sun, Junhui Wang
MaintainerYixin Fang <yixin.fang@nyumc.org>
LicenseGPL-2
Version1.0
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("pass")

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pass documentation built on May 30, 2017, 3:33 a.m.