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: 1.5
Depends: stats, MASS, glmnet, ncvreg, brglm, parallel
Published: 2022-08-14
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

Documentation:

Reference manual: glmvsd.pdf

Downloads:

Package source: glmvsd_1.5.tar.gz
Windows binaries: r-devel: glmvsd_1.4.zip, r-release: glmvsd_1.4.zip, r-oldrel: glmvsd_1.4.zip
macOS binaries: r-release (arm64): glmvsd_1.4.tgz, r-oldrel (arm64): glmvsd_1.4.tgz, r-release (x86_64): glmvsd_1.4.tgz, r-oldrel (x86_64): glmvsd_1.4.tgz
Old sources: glmvsd archive

Linking:

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