r-stabs 0.6-4
Channel: guix
Home page: https://github.com/hofnerb/stabs
Licenses: GPL 2
Synopsis: Stability selection with error control
Description:
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.
Total results: 1