subsample: Draw Random Subsamples
In stabs: Stability Selection with Error Control

Set up weight matrix for subsampling with sample proportion 1/2 to be used with stabsel.

1	subsample(weights, B = 100, strata = NULL)

`weights`	a numeric vector of weights for the model to be cross-validated.
`B`	number of folds, per default 25 for `bootstrap` and `subsampling` and 10 for `kfold`.
`strata`	a factor of the same length as `weights` for stratification.

The function subsample can be used to build an appropriate weight matrix to be used with stabsel. See there for more details.

If strata is defined sampling is performed in each stratum separately thus preserving the distribution of the strata variable in each fold.

1 2	## just a low-dimensional example subsample(weights = rep(1, 10), B = 50)

stabs documentation built on Jan. 29, 2021, 5:14 p.m.

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