Package: SOIL 1.1

SOIL: Sparsity Oriented Importance Learning

Sparsity Oriented Importance Learning (SOIL) provides a new variable importance measure for high dimensional linear regression and logistic regression from a sparse penalization perspective, by taking into account the variable selection uncertainty via the use of a sensible model weighting. The package is an implementation of Ye, C., Yang, Y., and Yang, Y. (2017+).

Authors:Chenglong Ye <yexxx323@umn.edu>, Yi Yang <yi.yang6@mcgill.ca>, Yuhong Yang <yyang@stat.umn.edu>