glmvsd : Variable Selection Deviation Measures and Instability Tests for High-Dimensional Generalized Linear Models

Package: glmvsd
Type: Package
Title: Variable Selection Deviation Measures and Instability Tests for
High-Dimensional Generalized Linear Models
Version: 1.4
Date: 2016-01-06
Author: Ying Nan <nanx0006@gmail.com>, Yanjia Yu <yuxxx748@umn.edu>, Yuhong Yang <yyang@stat.umn.edu>, Yi Yang <yi.yang6@mcgill.ca>
Maintainer: Yi Yang <yi.yang6@mcgill.ca>
Depends: stats, glmnet, ncvreg, MASS, parallel, brglm
Description: Variable selection deviation (VSD) measures and instability tests for high-dimensional model selection methods such as LASSO, SCAD and MCP, etc., to decide whether the sparse patterns identified by those methods are reliable.
License: GPL-2
URL: https://github.com/emeryyi/glmvsd
Packaged: 2016-01-06 23:47:55 UTC; yiyang
Date/Publication: 2016-01-07 13:55:37
NeedsCompilation: no
Repository: CRAN