stability.selection {gespeR} | R Documentation

## Stability Selection

### 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

[Package gespeR version 1.22.0 Index]