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r-stabs

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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.

Installation

To install this package, run one of the following:

Conda
$conda install conda-forge::r-stabs

Usage Tracking

0.7_1
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Downloads (Last 6 months): 0

About

Summary

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.

Last Updated

Jan 31, 2026 at 18:40

License

GPL-2.0-only

Total Downloads

65.4K

Version Downloads

161

Supported Platforms

noarch

Unsupported Platforms

win-64 Last supported version: 0.6_3
macOS-64 Last supported version: 0.6_3
linux-64 Last supported version: 0.6_3