glmvsd (1.3)

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

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 <>, Yi Yang <>, Yuhong Yang <>, Chenglong Ye <>

License: GPL-2

Uses: glmnet, MASS, ncvreg

Released over 4 years ago.