Coefficients

Extracts the coefficients of visited models at different resampling
iterations of a stability selection run. This function can be applied to the
output of <code>VariableSelection</code>.

internal

In stability selection (N Meinshausen, P Bühlmann (2010) <doi:10.1111/j.1467-9868.2010.00740.x>) and consensus clustering (S Monti et al (2003) <doi:10.1023/A:1023949509487>), resampling techniques are used to enhance the reliability of the results. In this package, hyper-parameters are calibrated by maximising model stability, which is measured under the null hypothesis that all selection (or co-membership) probabilities are identical (B Bodinier et al (2023a) <doi:10.1093/jrsssc/qlad058> and B Bodinier et al (2023b) <doi:10.1093/bioinformatics/btad635>). Functions are readily implemented for the use of LASSO regression, sparse PCA, sparse (group) PLS or graphical LASSO in stability selection, and hierarchical clustering, partitioning around medoids, K means or Gaussian mixture models in consensus clustering.

Barbara Bodinier

sharp

Stability-enHanced Approaches using Resampling Procedures

Coefficients function

<dl><dt>stability</dt>
<dd>output of <code>VariableSelection</code>.</dd>
<dt>side</dt>
<dd>character string indicating if coefficients of the predictor
(<code>side="X"</code>) or outcome (<code>side="Y"</code>) coefficients should be
returned. Option <code>side="Y"</code> is only applicable to PLS models.</dd>
<dt>comp</dt>
<dd>component ID. Only applicable to PLS models.</dd>
<dt>iterations</dt>
<dd>vector of iteration IDs. If <code>iterations=NULL</code>, the
coefficients of all visited models are returned. This number must be
smaller than the number of iterations <code>K</code> used for the stability
selection run.</dd></dl>

Arguments

Model coefficients — Coefficients

<dl>

<dt>stability</dt>
<dd>output of <code>VariableSelection</code>.</dd>


<dt>side</dt>
<dd>character string indicating if coefficients of the predictor
(<code>side="X"</code>) or outcome (<code>side="Y"</code>) coefficients should be
returned. Option <code>side="Y"</code> is only applicable to PLS models.</dd>


<dt>comp</dt>
<dd>component ID. Only applicable to PLS models.</dd>


<dt>iterations</dt>
<dd>vector of iteration IDs. If <code>iterations=NULL</code>, the
coefficients of all visited models are returned. This number must be
smaller than the number of iterations <code>K</code> used for the stability
selection run.</dd>

</dl>

Coefficients: Model coefficients

Description

Usage

Arguments

See Also