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

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.

Version: 1.5
Depends: stats, MASS, glmnet, ncvreg, brglm, parallel
Published: 2022-08-14
DOI: 10.32614/CRAN.package.glmvsd
Author: Ying Nan, Yanjia Yu, Yi Yang, Yuhong Yang
Maintainer: Yi Yang <yi.yang6 at mcgill.ca>
License: GPL-2
URL: https://github.com/emeryyi/glmvsd
NeedsCompilation: no
Materials: ChangeLog
CRAN checks: glmvsd results

Documentation:

Reference manual: glmvsd.pdf

Downloads:

Package source: glmvsd_1.5.tar.gz
Windows binaries: r-devel: glmvsd_1.5.zip, r-release: glmvsd_1.5.zip, r-oldrel: glmvsd_1.5.zip
macOS binaries: r-release (arm64): glmvsd_1.5.tgz, r-oldrel (arm64): glmvsd_1.5.tgz, r-release (x86_64): glmvsd_1.5.tgz, r-oldrel (x86_64): glmvsd_1.5.tgz
Old sources: glmvsd archive

Linking:

Please use the canonical form https://CRAN.R-project.org/package=glmvsd to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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