stabplot (Q7369458)
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Stability Plots for Lasso Stability Selection
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | stabplot |
Stability Plots for Lasso Stability Selection |
Statements
Provides stability selection with Lasso and two diagnostic plots for assessing selection stability. The Regustab plot shows stability across the regularisation parameter grid, while the Convstab plot shows stability as a function of the number of subsamples. Methods are described in Nouraie and Muller (2026) <doi:10.1080/03610926.2026.2715517>.
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28 September 2026
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Samuel Muller
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