mplot: graphical model stability and variable selection procedures
Themplot package provides a collection of functions designed for exploratory model selection.
We implement model stability and variable importance plots (Mueller and Welsh (2010);Murray, Heritier and Mueller (2013)) as well as the adaptive fence (Jiang et al. (2008);Jiang et al. (2009)) for linear and generalised linear models. We address many practical implementation issues with sensible defaults and interactive graphics to highlight model selection stability. The speed of implementation comes from the leaps package and multicore support for bootstrapping.
Themplot currently only supports linear and generalised linear models, however work is progressing to incorporate survival models and mixed models.
You can see an example of the outputhere.
Installation
Check that you’re running the most recent versions of your currently installed R packages:
update.packages()Stable release on CRAN
The mplot package has been onCRAN since June 2015. You can install it from CRAN in the usual way:
install.packages("mplot")library("mplot")Development version on Github
You can use thedevtools package to install the development version ofmplot fromGitHub:
# install.packages("devtools")devtools::install_github("garthtarr/mplot")library(mplot)Usage
A reference manual is available atgarthtarr.github.io/mplot
Citation
If you use this package to inform your model selection choices, please use the following citation:
- Tarr G, Müller S and Welsh AH (2018). “mplot: An R Package for Graphical Model Stability and Variable Selection Procedures.”Journal of Statistical Software,83(9), pp. 1–28. doi: 10.18637/jss.v083.i09.
From R you can use:
citation("mplot")toBibtex(citation("mplot"))Links
- Download from CRAN at
https://cloud.r-project.org/package=mplot - Browse source code at
https://github.com/garthtarr/mplot/
License
- GPL (>= 2)
