mplot: An R Package for Graphical Model Stability and Variable Selection Procedures

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Authors Garth Tarr, Samuel Muller, Alan Welsh
Journal/Conference Name Journal of Statistical Software
Paper Category
Paper Abstract The mplot package provides an easy to use implementation of model stability and variable inclusion plots (Muller and Welsh 2010; Murray, Heritier, and Muller 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.
Date of publication 2018
Code Programming Language R
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