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Package: r-stabs @ 0.6-3

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.

Home page
https://github.com/hofnerb/stabs
Location
gnu/packages/cran.scm (line: 4750, column: 2)
License

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