print,stability.path-method

show,stability.path-method

stability.path-class


Class of object returned by the <code>stability</code> function,
with methods <code>print</code>, <code>show</code> and <code>plot</code>.


class

This package fits classical sparse regression models with
efficient active set algorithms by solving quadratic problems. Also
provides a few methods for model selection purpose (cross-validation,
stability selection).

contribution of Julien Chiquet  to version 20

quadrupen

Sparsity by Worst-Case Quadratic Penalties

stability.path-class function

<dl> <dt><code>probabilities</code>: </dt><dd>a <code>Matrix</code> object
  containing the estimated probabilities of selection along
  the path of solutions.</dd>
 <dt><code>penalty</code>: </dt><dd>Object of
  class <code>"character"</code> indicating the penalizer used.</dd> <dt><code>naive</code>: </dt><dd>logical indicating whether
  rescaling of the coefficients has been performed
  regarding the $l2$-penalty.</dd> <dt><code>lambda1</code>: </dt><dd>a vector with the levels of the
  first penalty.</dd>
 <dt><code>lambda2</code>: </dt><dd>a scalar with the
  $l2$-penalty level.</dd>
 <dt><code>folds</code>: </dt><dd>a
  list that contains the folds used for each subsample.</dd>
 </dl> 

stability.path-class: Class "stability.path"

Description

Arguments

Slots

See Also