Selection Threshold Optimized Empirically via Splitting
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Documentation for package ‘STOPES’ version 0.2
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| alasso.cv | ALASSO variable selection via cross-validation regularization parameter selection |
| opts | Optimization via Subsampling (OPTS) |
| opts_th | Threshold OPTimization via Subsampling (OPTS_TH) |
| stopes | Selection of Threshold OPtimized Empirically via Splitting (STOPES) |