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Sparsity Oriented Importance Learning (SOIL) provides a new variable importance measure for high dimensional linear regression and logistic regression from a sparse penalization perspective, by taking into account the variable selection uncertainty via the use of a sensible model weighting. The package is an implementation of Ye, C., Yang, Y., and Yang, Y. (2017+).
Version: | 1.1 |
Imports: | stats, glmnet, ncvreg, MASS, parallel, brglm2 |
Published: | 2017-09-20 |
DOI: | 10.32614/CRAN.package.SOIL |
Author: | Chenglong Ye, Yi Yang, Yuhong Yang |
Maintainer: | Yi Yang <yi.yang6 at mcgill.ca> |
License: | GPL-2 |
URL: | https://github.com/emeryyi/SOIL |
NeedsCompilation: | no |
Materials: | ChangeLog |
CRAN checks: | SOIL results |
Reference manual: | SOIL.pdf |
Package source: | SOIL_1.1.tar.gz |
Windows binaries: | r-devel: SOIL_1.1.zip, r-release: SOIL_1.1.zip, r-oldrel: SOIL_1.1.zip |
macOS binaries: | r-release (arm64): SOIL_1.1.tgz, r-oldrel (arm64): SOIL_1.1.tgz, r-release (x86_64): SOIL_1.1.tgz, r-oldrel (x86_64): SOIL_1.1.tgz |
Old sources: | SOIL archive |
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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.