glmvsd: Variable Selection Deviation (VSD) Measures and Instability Tests for High-dimensional Generalized Linear Models

Variable selection deviation 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: 1.1
Depends: stats, glmnet, ncvreg, MASS
Published: 2014-11-21
Author: Ying Nan, Yi Yang, Yuhong Yang
Maintainer: Yi Yang <yiyang at>
License: GPL-2
NeedsCompilation: no
Materials: ChangeLog
CRAN checks: glmvsd results


Reference manual: glmvsd.pdf
Package source: glmvsd_1.1.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X Snow Leopard binaries: r-release: glmvsd_1.1.tgz, r-oldrel: glmvsd_1.1.tgz
OS X Mavericks binaries: r-release: glmvsd_1.1.tgz
Old sources: glmvsd archive