STOPES - Selection Threshold Optimized Empirically via Splitting
Implements variable selection procedures for low to
moderate size generalized linear regressions models. It
includes the STOPES functions for linear regression (Capanu M,
Giurcanu M, Begg C, Gonen M, Optimized variable selection via
repeated data splitting, Statistics in Medicine, 2020,
19(6):2167-2184) as well as subsampling based optimization
methods for generalized linear regression models (Marinela
Capanu, Mihai Giurcanu, Colin B Begg, Mithat Gonen, Subsampling
based variable selection for generalized linear models).