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.
|Author||Ying Nan <[email protected]>, Yanjia Yu <[email protected]>, Yi Yang <[email protected]>, Yuhong Yang <[email protected]>|
|Maintainer||Yi Yang <[email protected]>|
|Package repository||View on GitHub|
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