R-universe - mahdinouraie (Mahdi Nouraie)

DVS - Stability Selection with Lasso after Variable Decorrelation

Implements stability selection with Lasso after variable decorrelation for identifying relevant variables in high-dimensional data. The method applies Air-HOLP screening and Gram-Schmidt orthogonalization before Lasso-based stability selection.

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3.92 score 56 scripts 231 downloads

stabplot - Stability Plots for Lasso Stability Selection

Provides stability selection with Lasso and two diagnostic plots for assessing selection stability. The Regustab plot shows stability across the regularisation parameter grid, while the Convstab plot shows stability as a function of the number of subsamples. Methods are described in Nouraie and Muller (2026) <doi:10.1080/03610926.2026.2715517>.

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3.40 score