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.


Reference manual

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0.6-3 by Benjamin Hofner, 5 months ago

Browse source code at

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,, hdi, testthat, knitr, rmarkdown, igraph, huge

Imported by DIFboost, FDboost.

Depended on by gamboostLSS, mboost.

Suggested by MFKnockoffs, knockoff.

See at CRAN