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gespeR (version 1.4.2)

stability.selection: Stability Selection

Description

Based on Meinshausen and Buehlmann (2009)

Usage

stability.selection(x, y, fraction = 0.5, threshold = 0.75, EV = 1,
  nbootstrap = 100, weakness = 1, intercept = FALSE, ncores = 1, ...)

Arguments

x
The design matrix
y
The response vector
fraction
The fraction for each bootstrap sample
threshold
The selection threshold
EV
The expected value of wrongly selected elements
nbootstrap
The number of bootstrap samples
weakness
The weakness parameter for randomised lasso
intercept
Indicator, whether to fit an intercept
ncores
The number of cores for parallel computation
...
Additional arguments to lasso.rand

Value

  • A list containing selected covariates with frequencies, and the fitted model