SOIL (1.1)

Sparsity Oriented Importance Learning.

https://github.com/emeryyi/SOIL
http://cran.r-project.org/web/packages/SOIL

Sparsity Oriented Importance Learning (SOIL) provides a new variable importance measure for high dimensional linear regression and logistic regression from a sparse penalization perspective, by taking into account the variable selection uncertainty via the use of a sensible model weighting. The package is an implementation of Ye, C., Yang, Y., and Yang, Y. (2017+).

Maintainer: Yi Yang
Author(s): Chenglong Ye <yexxx323@umn.edu>, Yi Yang <yi.yang6@mcgill.ca>, Yuhong Yang <yyang@stat.umn.edu>

License: GPL-2

Uses: brglm2, glmnet, MASS, ncvreg

Released about 2 years ago.