Inspired by reviewing CRAN's stabs.
What stabs does
Ships several ready-to-use fitting functions so users don't have to write their own: glmnet.lasso, glmnet.lasso_maxCoef, lars.lasso, lars.stepwise — each conforming to a documented fitfun contract.
What cssr has today
cssr supports arbitrary fitfuns via css(..., fitfun = ...) and checkCssLoopOutput() validates their output, but it ships only one built-in: cssLasso (glmnet lasso at a fixed λ). Users wanting anything else must implement and validate their own.
Proposed scope
Add one or two ready-to-use fitfuns with the documented contract (returns an integer vector of selected feature indices), e.g.:
Each ships with tests and an example, mirroring how cssLasso is documented.
Notes
References
stabs: ?fitfun, ?glmnet.lasso, ?lars.lasso.
- cssr:
cssLasso, checkCssLoopOutput.
Inspired by reviewing CRAN's
stabs.What
stabsdoesShips several ready-to-use fitting functions so users don't have to write their own:
glmnet.lasso,glmnet.lasso_maxCoef,lars.lasso,lars.stepwise— each conforming to a documentedfitfuncontract.What cssr has today
cssr supports arbitrary
fitfuns viacss(..., fitfun = ...)andcheckCssLoopOutput()validates their output, but it ships only one built-in:cssLasso(glmnet lasso at a fixed λ). Users wanting anything else must implement and validate their own.Proposed scope
Add one or two ready-to-use
fitfuns with the documented contract (returns an integer vector of selected feature indices), e.g.:alpha < 1), and/orqparameter in Cluster-level error control (PFER bounds): expose the paper's Shah-Samworth cluster guarantees (ss.thm.1/2) #87).Each ships with tests and an example, mirroring how
cssLassois documented.Notes
q(features selected per subsample) is part of the cutoff/q/PFER triangle.glmnetdependency; avoid adding new hard deps (e.g.lars) — gate any such helper behindSuggests+ arequireNamespacecheck if added.References
stabs:?fitfun,?glmnet.lasso,?lars.lasso.cssLasso,checkCssLoopOutput.