SDModels (version 1.0.4)

stabilitySelection.SDForest: Calculate the stability selection of an SDForest

Description

This function calculates the stability selection of an SDForest Meinshausen2010StabilitySelectionSDModels. 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 SDForest
stabilitySelection(object, cp_seq = NULL, ...)

Value

An object of class paths containing

cp

The sequence of complexity parameters.

varImp_path

A matrix with the stability selection for each complexity parameter.

type

Path type

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.

Author

Markus Ulmer

References

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)
# \donttest{
plot(paths, plotly = TRUE)
# }