stabplot

MaRDI QIDQ7369458CRANFDO

Authors Mahdi Nouraie, Samuel Muller

Last update 28 September 2026

Copyright license MIT license, File License

Software version identifier 0.0.1

Description

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>.

Cites work

• Stability-guided hyper-parameter tuning for stability selection

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