stabs: Stability Selection with Error Control
Version 0.6-3

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, ) and complementary pairs stability selection with improved error bounds (Shah & Samworth, 2013, ) are implemented. The package can be combined with arbitrary user specified variable selection approaches.

Package details

AuthorBenjamin Hofner [aut, cre], Torsten Hothorn [aut]
Date of publication2017-07-19 21:09:23 UTC
MaintainerBenjamin Hofner <[email protected]>
Package repositoryView on CRAN
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stabs documentation built on July 20, 2017, 1:03 a.m.