Stability Selection with Error Control
Check if folds result from subsampling with p = 0.5.
Fit Functions for Stability Selection
Method to Extract Parameters
Plot and Print Methods for Stability Selection
Run Stability Selection
Method to Extract Selected Variables
Stability Selection
Compute Error Bounds for Stability Selection
Change Parameters of Stability Selection
Draw Random Subsamples
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, <doi:10.1111/j.1467-9868.2010.00740.x>) and complementary pairs stability selection with improved error bounds (Shah & Samworth, 2013, <doi:10.1111/j.1467-9868.2011.01034.x>) are implemented. The package can be combined with arbitrary user specified variable selection approaches.