SelectionProportionsRegression: Selection proportions (variable selection)
Description
Extracts the selection proportions of the (calibrated) stability selection
model.
Usage
SelectionProportionsRegression(stability, argmax_id = NULL)
Value
A vector of selection proportions.
Arguments
- stability
output of VariableSelection
.
- argmax_id
optional indices of hyper-parameters. If
argmax_id=NULL
, the calibrated hyper-parameters are used.