glmvsd: Variable Selection Deviation Measures and Instability Tests for High-Dimensional Generalized Linear Models

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: 1.4
Depends: stats, glmnet, ncvreg, MASS, parallel, brglm
Published: 2016-01-07
Author: Ying Nan, Yanjia Yu, Yuhong Yang, Yi 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

Downloads:

Reference manual: glmvsd.pdf
Package source: glmvsd_1.4.tar.gz
Windows binaries: r-devel: glmvsd_1.4.zip, r-release: glmvsd_1.4.zip, r-oldrel: glmvsd_1.4.zip
OS X El Capitan binaries: r-release: glmvsd_1.4.tgz
OS X Mavericks binaries: r-oldrel: glmvsd_1.4.tgz
Old sources: glmvsd archive

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