stability.selection: Stability Selection

In gespeR: Gene-Specific Phenotype EstimatoR

Description

Based on Meinshausen and Buehlmann (2009)

Usage

stability.selection(x, y, fraction = 0.5, threshold = 0.75, EV = 1,
  nbootstrap = 100, weakness = 1, intercept = FALSE, ncores = 1, ...)

Arguments

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 lasso.rand

Value

A list containing selected covariates with frequencies, and the fitted model

Author(s)

Fabian Schmich

gespeR documentation built on Nov. 8, 2020, 5:35 p.m.