DESCRIPTION

Package: SOIL
Type: Package
Title: Sparsity Oriented Importance Learning
Version: 1.1
Date: 2017-09-20
Author: Chenglong Ye <yexxx323@umn.edu>, Yi Yang <yi.yang6@mcgill.ca>, Yuhong Yang <yyang@stat.umn.edu>
Maintainer: Yi Yang <yi.yang6@mcgill.ca>
Imports: stats, glmnet, ncvreg, MASS, parallel, brglm2
Description: 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+).
License: GPL-2
URL: https://github.com/emeryyi/SOIL
Packaged: 2016-07-07 11:11:11 UTC; yiyang
Date/Publication: 2016-07-07 11:11:11
NeedsCompilation: no
Repository: CRAN