glmvsd (1.2)

Variable Selection Deviation Measures and Instability Tests for High-Dimensional Generalized Linear Models.

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

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.

Maintainer: Yi Yang
Author(s): Ying Nan <nanx0006@gmail.com>, Yi Yang <yiyang@umn.edu>, Yuhong Yang <yyang@stat.umn.edu>

License: GPL-2

Uses: Does not use any package

Released almost 5 years ago.