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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.
Getting started
Browse package contents
Package details |
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| Author | Benjamin Hofner [aut, cre], Torsten Hothorn [aut] |
| Maintainer | Benjamin Hofner <benjamin.hofner@pei.de> |
| License | GPL-2 |
| Version | 0.6-4 |
| URL | https://github.com/hofnerb/stabs |
| Package repository | View on CRAN |
| Installation |
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