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archer-yang-lab
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.
Maintained by Yi Yang. Last updated 3 years ago.
3 stars 2.78 score 5 scripts