Stability Selection with Error Control

Resampling procedures to assess the stability of selected variables with additional finite sample error control for high-dimensional variable selection procedures such as Lasso or boosting. Both, standard stability selection (Meinshausen & Buhlmann, 2010, ) and complementary pairs stability selection with improved error bounds (Shah & Samworth, 2013, ) are implemented. The package can be combined with arbitrary user specified variable selection approaches.


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install.packages("stabs")

0.6-2 by Benjamin Hofner, 3 months ago


https://github.com/hofnerb/stabs


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


Authors: Benjamin Hofner [aut, cre], Torsten Hothorn [aut]


Documentation:   PDF Manual  


Task views: Machine Learning & Statistical Learning


GPL-2 license


Imports graphics, grDevices, utils

Depends on methods, stats, parallel

Suggests glmnet, lars, mboost, gamboostLSS, QUIC, TH.data, hdi, testthat, knitr, rmarkdown, igraph, huge


Imported by DIFboost, FDboost.

Depended on by mboost.


See at CRAN