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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.

Functions (10)

check_folds

Check if folds result from subsampling with p = 0.5.

fitfuns

Fit Functions for Stability Selection

parameters

Method to Extract Parameters

plot

Plot and Print Methods for Stability Selection

run_stabsel

Run Stability Selection

selected

Method to Extract Selected Variables

stabsel

Stability Selection

stabsel_parameters

Compute Error Bounds for Stability Selection

stabsel_stabsel

Change Parameters of Stability Selection

subsample

Draw Random Subsamples

stabs

Stability Selection with Error Control

v0.6-4
GPL-2
Authors
Benjamin Hofner [aut, cre], Torsten Hothorn [aut]
Initial release
2021-01-28

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