christineyuen/CSUV: Combined Selection and Uncertainty Visualiser (CSUV)

Implementation of CSUV from C. Yuen and P. Fryzlewicz (2020) <arXiv:2003.02791> "Exploiting disagreement between high-dimensional variable selectors for uncertainty visualization". CSUV aims to perform variable selection and illustrate variable selection uncertainties by combining variable selection results from various methods.

install.packages("remotes")
remotes::install_github("christineyuen/CSUV")