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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.

Version: 0.6-4
Depends: R (≥ 2.14.0), methods, stats, parallel
Imports: graphics, grDevices, utils
Suggests: glmnet, lars, mboost (> 2.3-0), gamboostLSS (≥ 1.2-0), TH.data, hdi, testthat, knitr, rmarkdown
Published: 2021-01-29
DOI: 10.32614/CRAN.package.stabs
Author: Benjamin Hofner [aut, cre], Torsten Hothorn [aut]
Maintainer: Benjamin Hofner <benjamin.hofner at pei.de>
License: GPL-2
URL: https://github.com/hofnerb/stabs
NeedsCompilation: no
Citation: stabs citation info
Materials: README NEWS ChangeLog
In views: MachineLearning
CRAN checks: stabs results

Documentation:

Reference manual: stabs.pdf
Vignettes: Stability selection - Using stabs

Downloads:

Package source: stabs_0.6-4.tar.gz
Windows binaries: r-devel: stabs_0.6-4.zip, r-release: stabs_0.6-4.zip, r-oldrel: stabs_0.6-4.zip
macOS binaries: r-release (arm64): stabs_0.6-4.tgz, r-oldrel (arm64): stabs_0.6-4.tgz, r-release (x86_64): stabs_0.6-4.tgz, r-oldrel (x86_64): stabs_0.6-4.tgz
Old sources: stabs archive

Reverse dependencies:

Reverse depends: boostrq, gamboostLSS, mboost
Reverse imports: CRE, DIFboost, FDboost, MetNet, monaLisa
Reverse suggests: flevr, knockoff

Linking:

Please use the canonical form https://CRAN.R-project.org/package=stabs to link to this page.

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.