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CSUV (version 0.1.1)

Combined Selection and Uncertainty Visualiser (CSUV)

Description

Implementation of CSUV from C. Yuen and P. Fryzlewicz (2020) "Exploiting disagreement between high-dimensional variable selectors for uncertainty visualization". CSUV aims to perform variable selection and illustrate variable selection uncertainties by combining variable selection results from various methods.

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Version

Install

install.packages('CSUV')

Monthly Downloads

10

Version

0.1.1

License

GPL-2

Maintainer

Christine Yuen

Last Published

September 20th, 2020

Functions in CSUV (0.1.1)

csuv

Get the fitted results from Combined Selection and Uncertainty Visualiser (CSUV) method
csuv.plot.helper

Helper function, please do not use it
get.csuv.unique.fit

Helper function, please do not use it
interactive.uncertainty.illustration

Interactive version of the uncertainty illustration
lm.compare.method

Get fitted models by fitting some variable selection methods
get.compare.fit

Helper function, please do not use
csuv.ci

Confidence interval-like interval for uncertainty illustration
get.compare.methods

Get a list of variable selection methods implemented in the CSUV package
get.csuv.final.mod

Helper function, please do not use it
lm.cv

Get a fitted model selected by cross validation
set.log.level

Set the level of logger
plot.csuv

Graphical illustration of selection uncertainty
lm.mse

Calculate mse
print.csuv

Print the coefficients of csuv
lm.ols.refit

Get the ordinary least square estimated coefficients on a set of previously selected covariates