stability.selection {gespeR} | R Documentation |
Based on Meinshausen and Buehlmann (2009)
stability.selection(x, y, fraction = 0.5, threshold = 0.75, EV = 1, nbootstrap = 100, weakness = 1, intercept = FALSE, ncores = 1, ...)
x |
The design matrix |
y |
The response vector |
fraction |
The fraction for each bootstrap sample |
threshold |
The selection threshold |
EV |
The expected value of wrongly selected elements |
nbootstrap |
The number of bootstrap samples |
weakness |
The weakness parameter for randomised lasso |
intercept |
Indicator, whether to fit an intercept |
ncores |
The number of cores for parallel computation |
... |
Additional arguments to |
A list containing selected covariates with frequencies, and the fitted model
Fabian Schmich