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, <doi:10.1111/j.1467-9868.2010.00740.x>) and complementary pairs stability selection with improved error bounds (Shah & Samworth, 2013, <doi:10.1111/j.1467-9868.2011.01034.x>) are implemented. The package can be combined with arbitrary user specified variable selection approaches.
| Version: | 0.6-3 |
| Depends: | R (≥ 2.14.0), methods, stats, parallel |
| Imports: | graphics, grDevices, utils |
| Suggests: | glmnet, lars, mboost (> 2.3-0), gamboostLSS (≥ 1.2-0), QUIC, TH.data, hdi, testthat, knitr, rmarkdown, igraph, huge |
| Published: | 2017-07-19 |
| Author: | Benjamin Hofner [aut, cre], Torsten Hothorn [aut] |
| Maintainer: | Benjamin Hofner <benjamin.hofner at pei.de> |
| License: | GPL-2 |
| URL: | https://github.com/hofnerb/stabs |
| NeedsCompilation: | no |
| Citation: | stabs citation info |
| Materials: | README NEWS ChangeLog |
| In views: | MachineLearning |
| CRAN checks: | stabs results |
| Reference manual: | stabs.pdf |
| Vignettes: |
Stability selection - Using stabs Graphical networks with stabs |
| Package source: | stabs_0.6-3.tar.gz |
| Windows binaries: | r-devel: stabs_0.6-3.zip, r-release: stabs_0.6-3.zip, r-oldrel: stabs_0.6-3.zip |
| macOS binaries: | r-release: stabs_0.6-3.tgz, r-oldrel: stabs_0.6-3.tgz |
| Old sources: | stabs archive |
| Reverse depends: | gamboostLSS, mboost |
| Reverse imports: | DIFboost, FDboost, MetNet |
| Reverse suggests: | knockoff |
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