stabs (0.6-3)

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Stability Selection with Error Control.

https://github.com/hofnerb/stabs
http://cran.r-project.org/web/packages/stabs

Resampling procedures to assess the stability of selected variables with additional finite sample error control for high-dimensional variable selection procedures such as Lasso or boosting. Both, standard stability selection (Meinshausen & Buhlmann, 2010, ) and complementary pairs stability selection with improved error bounds (Shah & Samworth, 2013, ) are implemented. The package can be combined with arbitrary user specified variable selection approaches.

Maintainer: Benjamin Hofner
Author(s): Benjamin Hofner [aut, cre], Torsten Hothorn [aut]

License: GPL-2

Uses: igraph, lars, mboost, glmnet, testthat, huge, gamboostLSS, knitr, QUIC, TH.data, hdi, rmarkdown
Reverse depends: gamboostLSS, mboost
Reverse suggests: knockoff, MFKnockoffs

Released 3 months ago.


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