Sparsity Oriented Importance Learning

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+).


Reference manual

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1.1 by Yi Yang, 4 years ago

Browse source code at

Authors: Chenglong Ye <[email protected]> , Yi Yang <[email protected]> , Yuhong Yang <[email protected]>

Documentation:   PDF Manual  

GPL-2 license

Imports stats, glmnet, ncvreg, MASS, parallel, brglm2

See at CRAN