Variable selection deviation (VSD) measures and instability tests for high-dimensional model selection methods such as LASSO, SCAD and MCP, etc., to decide whether the sparse patterns identified by those methods are reliable.
| Version: | 1.5 |
| Depends: | stats, MASS, glmnet, ncvreg, brglm, parallel |
| Published: | 2022-08-14 |
| DOI: | 10.32614/CRAN.package.glmvsd |
| Author: | Ying Nan, Yanjia Yu, Yi Yang, Yuhong Yang |
| Maintainer: | Yi Yang <yi.yang6 at mcgill.ca> |
| License: | GPL-2 |
| URL: | https://github.com/emeryyi/glmvsd |
| NeedsCompilation: | no |
| Materials: | ChangeLog |
| CRAN checks: | glmvsd results |
| Reference manual: | glmvsd.pdf |
| Package source: | glmvsd_1.5.tar.gz |
| Windows binaries: | r-devel: glmvsd_1.5.zip, r-release: glmvsd_1.5.zip, r-oldrel: glmvsd_1.5.zip |
| macOS binaries: | r-release (arm64): glmvsd_1.5.tgz, r-oldrel (arm64): glmvsd_1.5.tgz, r-release (x86_64): glmvsd_1.5.tgz, r-oldrel (x86_64): glmvsd_1.5.tgz |
| Old sources: | glmvsd archive |
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