SelectionProportionsRegression {sharp}R Documentation

Selection proportions (variable selection)

Description

Extracts the selection proportions of the (calibrated) stability selection model.

Usage

SelectionProportionsRegression(stability, argmax_id = NULL)

Arguments

stability

output of VariableSelection.

argmax_id

optional indices of hyper-parameters. If argmax_id=NULL, the calibrated hyper-parameters are used.

Value

A vector of selection proportions.


[Package sharp version 1.4.8 Index]