Selection Threshold Optimized Empirically via Splitting

Implements variable selection procedures for low to moderate size generalized linear regressions models. It includes the STOPES functions for linear regression (Capanu M, Giurcanu M, Begg C, Gonen M, Optimized variable selection via repeated data splitting, Statistics in Medicine, 2020, 19(6):2167-2184) as well as subsampling based optimization methods for generalized linear regression models (Marinela Capanu, Mihai Giurcanu, Colin B Begg, Mithat Gonen, Subsampling based variable selection for generalized linear models).


Reference manual

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install.packages("STOPES")

0.2 by Marinela Capanu, 4 years ago


Browse source code at https://github.com/cran/STOPES


Authors: Marinela Capanu [aut, cre] , Mihai Giurcanu [aut, ctb] , Colin Begg [aut] , Mithat Gonen [aut]


Documentation:   PDF Manual  


GPL-2 license


Imports MASS, cvTools, glmnet, changepoint


See at CRAN