selection: Variable selection from a stability path

In quadrupen: Sparse and Group Sparse Linear Models

Variable selection from a stability path

Description

S3 generic for variable selection based on a StabilityPath object, as introduced by Meinshausen and Buhlmann (2010).

Usage

selection(object, ...)

## S3 method for class 'StabilityPath'
selection(
  object,
  sel_mode = c("rank", "PFER"),
  cutoff = 0.75,
  PFER = 2,
  nvarsel = NULL,
  ...
)

Arguments

object	a StabilityPath object.
...	not used, only here for S3 compatibility.
sel_mode	a character string, either "rank" or "PFER". Default is "rank".
cutoff	probability threshold for sel_mode = "PFER". Default is 0.75.
PFER	per-family error rate to control for sel_mode = "PFER". Default is 2.
nvarsel	number of variables to select for sel_mode = "rank". Default is floor(nobs / log(nvar)).

Value

an integer vector of selected variable indices.

Methods (by class)

• selection(StabilityPath): S3 method for variable selection from a StabilityPath

References

N. Meinshausen and P. Buhlmann (2010). Stability Selection, JRSS(B).

See Also

stability()

quadrupen documentation built on Sept. 18, 2026, 1:06 a.m.