Sparsity Oriented Importance Learning (SOIL) provides a new variable importance measure for high dimensional linear regression and logistic regression from a sparse penalization perspective, by taking into account the variable selection uncertainty via the use of a sensible model weighting. The package is an implementation of Ye, C., Yang, Y., and Yang, Y. (2017+).
| Version: | 1.1 |
| Imports: | stats, glmnet, ncvreg, MASS, parallel, brglm2 |
| Published: | 2017-09-20 |
| Author: | Chenglong Ye, Yi Yang, Yuhong Yang |
| Maintainer: | Yi Yang <yi.yang6 at mcgill.ca> |
| License: | GPL-2 |
| URL: | https://github.com/emeryyi/SOIL |
| NeedsCompilation: | no |
| Materials: | ChangeLog |
| CRAN checks: | SOIL results |
| Reference manual: | SOIL.pdf |
| Package source: | SOIL_1.1.tar.gz |
| Windows binaries: | r-devel: SOIL_1.1.zip, r-release: SOIL_1.1.zip, r-oldrel: SOIL_1.1.zip |
| macOS binaries: | r-release (arm64): SOIL_1.1.tgz, r-oldrel (arm64): SOIL_1.1.tgz, r-release (x86_64): SOIL_1.1.tgz, r-oldrel (x86_64): SOIL_1.1.tgz |
| Old sources: | SOIL archive |
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