stabilitySelection.SDForest {SDModels} | R Documentation |
Calculate the stability selection of an SDForest
Description
This function calculates the stability selection of an SDForest (Meinshausen and Bühlmann 2010). Stability selection is calculated as the fraction of trees in the forest that select a variable for a split at each complexity parameter.
Usage
## S3 method for class 'SDForest'
stabilitySelection(object, cp_seq = NULL, ...)
Arguments
object |
an SDForest object |
cp_seq |
A sequence of complexity parameters. If NULL, the sequence is calculated automatically using only relevant values. |
... |
Further arguments passed to or from other methods. |
Value
An object of class paths
containing
cp |
The sequence of complexity parameters. |
varImp_path |
A |
type |
Path type |
Author(s)
Markus Ulmer
References
Meinshausen N, Bühlmann P (2010). “Stability Selection.” Journal of the Royal Statistical Society Series B: Statistical Methodology, 72(4), 417–473. ISSN 1369-7412, doi:10.1111/j.1467-9868.2010.00740.x.
See Also
plot.paths
regPath
prune
get_cp_seq
SDForest
Examples
set.seed(1)
n <- 10
X <- matrix(rnorm(n * 5), nrow = n)
y <- sign(X[, 1]) * 3 + sign(X[, 2]) + rnorm(n)
model <- SDForest(x = X, y = y, Q_type = 'no_deconfounding', nTree = 2, cp = 0.5)
paths <- stabilitySelection(model)
plot(paths)
plot(paths, plotly = TRUE)