Variable selection deviation (VSD) measures and instability tests for high-dimensional model selection methods such as LASSO, SCAD and MCP, etc., to decide whether the sparse patterns identified by those methods are reliable.
Package details |
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Author | Ying Nan <nanx0006@gmail.com>, Yanjia Yu <yuxxx748@umn.edu>, Yi Yang <yi.yang6@mcgill.ca>, Yuhong Yang <yyang@stat.umn.edu> |
Maintainer | Yi Yang <yi.yang6@mcgill.ca> |
License | GPL-2 |
Version | 1.5 |
URL | https://github.com/emeryyi/glmvsd |
Package repository | View on GitHub |
Installation |
Install the latest version of this package by entering the following in R:
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