Multiple Imputation Random Lasso for Variable Selection with Missing Entries
Overview
Implements a variable selection and prediction method for high-dimensional data with missing entries following the paper Liu et al. (2016) doi:10.1214/15-AOAS899. It deals with missingness by multiple imputation and produces a selection probability for each variable following stability selection. The user can further choose a threshold for the selection probability to select a final set of variables. The threshold can be picked by cross validation or the user can define a practical threshold for selection probability. If you find this work useful for your application, please cite the method paper.
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Maintainer since 1.0 (2018)
- RR 4.0.0 released · 2020-04-24
- archivedRemoved from CRAN2019-05-13not updated for R 3.6.0 despite reminders
- RR 3.6.0 released · 2019-04-26
- RR 3.5.0 released · 2018-04-23
- 1.02018-04-11
- RR 3.4.0 released · 2017-04-21
Package metadata
- First published
- 2018-04-11
- Total releases
- 1 / 8 yrs
- License
- GPL-2 OSI
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