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.

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

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

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