Description Usage Arguments Value Author(s) References See Also Examples
View source: R/stabilityselection.R
Given a desired type I error rate and a stability path calculated with stability.path
the function selects a stable set of variables.
1 |
x |
an object of class "stabpath" as returned by the function |
error |
the desired type I error level w.r.t. to the chosen type I error rate. |
type |
The type I error rate used for controlling the number falsely selected variables. If |
pi_thr |
the threshold used for the stability selection, should be in the range of $0.5 > pi_thr < 1$. |
a list of four objects
stable |
a vector giving the positions of the estimated stable variables |
lambda |
the penalization parameter used for the stability selection |
lpos |
the position of the penalization parameter in the regularization path |
error |
the desired type I error level w.r.t. to the chosen type I error rate |
type |
the type I error rate |
Martin Sill \ m.sill@dkfz.de
Meinshausen N. and B\"uhlmann P. (2010), Stability Selection, Journal of the Royal Statistical Society: Series B (Statistical Methodology) Volume 72, Issue 4, pages 417–473.
Sill M., Hielscher T., Becker N. and Zucknick M. (2014), c060: Extended Inference with Lasso and Elastic-Net Regularized Cox and Generalized Linear Models, Journal of Statistical Software, Volume 62(5), pages 1–22. http://www.jstatsoft.org/v62/i05/
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