r-stabs 0.6-4 Stability selection with error control
This package provides 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.
- Website: https://github.com/hofnerb/stabs
- License: GPL 2
- Package source: cran.scm
- Patches: None
- Builds: x86_64-linux, aarch64-linux, powerpc64le-linux, i686-linux, armhf-linux, i586-gnu