Published by the Foundation for Open Access Statistics Editors-in-chief: Bettina Grün, Torsten Hothorn, Rebecca Killick, Edzer Pebesma, Achim Zeileis    ISSN 1548-7660; CODEN JSSOBK
Authors: Garth Tarr, Samuel Müller, Alan H. Welsh
Title: mplot: An R Package for Graphical Model Stability and Variable Selection Procedures
Abstract: The mplot package provides an easy to use implementation of model stability and variable inclusion plots (Müller and Welsh 2010; Murray, Heritier, and Müller 2013) as well as the adaptive fence (Jiang, Rao, Gu, and Nguyen 2008; Jiang, Nguyen, and Rao 2009) for linear and generalized linear models. We provide a number of innovations on the standard procedures and address many practical implementation issues including the addition of redundant variables, interactive visualizations and the approximation of logistic models with linear models. An option is provided that combines our bootstrap approach with glmnet for higher dimensional models. The plots and graphical user interface leverage state of the art web technologies to facilitate interaction with the results. The speed of implementation comes from the leaps package and cross-platform multicore support.

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Paper: mplot: An R Package for Graphical Model Stability and Variable Selection Procedures     Download PDF (Downloads: 1570)
mplot_1.0.1.tar.gz: R source package Download (Downloads: 147; 68KB) Replication materials Download (Downloads: 86; 5MB)

DOI: 10.18637/jss.v083.i09

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Paper: Creative Commons Attribution 3.0 Unported License
Code: GNU General Public License (at least one of version 2 or version 3) or a GPL-compatible license.