This repository provides the implementation of the Combined Selection and Uncertainty Visualizer (CSUV). Details of the method can be found in C. Yuen and P. Fryzlewicz (2021). The main function is csuv()
Note currently the code may not be run as it depends on relaxo
and relaxo
is no longer available on CRAN. We will update the code and release the new version of CSUV.
References
Exploiting disagreement between high-dimensional variable selectors for uncertainty visualization. C. Yuen and P. Fryzlewicz (2021). With supplement. Under revision.
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