Package: stabs 0.6-4
stabs: Stability Selection with Error Control
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.
Authors:
stabs_0.6-4.tar.gz
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stabs.pdf |stabs.html✨
stabs/json (API)
NEWS
# Install 'stabs' in R: |
install.packages('stabs', repos = c('https://hofnerb.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/hofnerb/stabs/issues
machine-learningr-languageresamplingstability-selectionvariable-importancevariable-selection
Last updated 4 years agofrom:51e0afc2ec. Checks:OK: 3 NOTE: 4. Indexed: yes.
Target | Result | Date |
---|---|---|
Doc / Vignettes | OK | Nov 13 2024 |
R-4.5-win | NOTE | Nov 13 2024 |
R-4.5-linux | NOTE | Nov 13 2024 |
R-4.4-win | NOTE | Nov 13 2024 |
R-4.4-mac | NOTE | Nov 13 2024 |
R-4.3-win | OK | Nov 13 2024 |
R-4.3-mac | OK | Nov 13 2024 |
Exports:check_foldsglmnet.lassoglmnet.lasso_maxCoeflars.lassolars.stepwiseparametersplot.stabselprint.stabselprint.stabsel_parametersrun_stabselselectedselected.stabselstabselstabsel_parametersstabsel_parameters.defaultstabsel_parameters.stabselstabsel.data.framestabsel.matrixstabsel.stabselsubsample
Dependencies:
Readme and manuals
Help Manual
Help page | Topics |
---|---|
Check if folds result from subsampling with p = 0.5. | check_folds |
Fit Functions for Stability Selection | fitfun fitfuns glmnet.lasso glmnet.lasso_maxCoef lars.lasso lars.stepwise |
Method to Extract Parameters | parameters stabsel_parameters.stabsel |
Plot and Print Methods for Stability Selection | plot plot.stabsel print.stabsel |
Run Stability Selection | run_stabsel |
Method to Extract Selected Variables | selected selected.stabsel |
Stability Selection | stabsel stabsel.data.frame stabsel.matrix |
Compute Error Bounds for Stability Selection | print.stabsel_parameters stabsel_parameters stabsel_parameters.default |
Change Parameters of Stability Selection | stabsel.stabsel |
Draw Random Subsamples | subsample |