stabs: Stability Selection with Error Control

Resampling procedures to assess the stability of selected variables with additional finite sample error control for high-dimensional variable selection procedures such as Lasso or boosting. Both, standard stability selection (Meinshausen & Buhlmann, 2010, <doi:10.1111/j.1467-9868.2010.00740.x>) and complementary pairs stability selection with improved error bounds (Shah & Samworth, 2013, <doi:10.1111/j.1467-9868.2011.01034.x>) are implemented. The package can be combined with arbitrary user specified variable selection approaches.

Install the latest version of this package by entering the following in R:
install.packages("stabs")
AuthorBenjamin Hofner [aut, cre], Torsten Hothorn [aut]
Date of publication2017-01-31 06:51:20
MaintainerBenjamin Hofner <benjamin.hofner@pei.de>
LicenseGPL-2
Version0.6-2
https://github.com/hofnerb/stabs

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Files

inst
inst/CITATION
inst/NEWS.Rd
inst/doc
inst/doc/stabs_graphs.html
inst/doc/Using_stabs.html
inst/doc/Using_stabs.R inst/doc/stabs_graphs.R
inst/doc/Using_stabs.Rmd
inst/doc/stabs_graphs.Rmd
NAMESPACE
R
R/helpers.R R/methods.R R/stabsel.R R/fitfuns.R R/stabselgraphical.R
vignettes
vignettes/Using_stabs.Rmd
vignettes/stabs_graphs.Rmd
README.md
MD5
build
build/vignette.rds
build/partial.rdb
DESCRIPTION
ChangeLog
man
man/run_stabsel.Rd man/stabsel.Rd man/stabsel_parameters.Rd man/stabsel_stabsel.Rd man/quic.graphical_model.Rd man/subsample.Rd man/parameters.Rd man/selected.Rd man/fitfuns.Rd man/plot.Rd man/check_folds.Rd

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.