######################### ## Stability selection ## ######################### library(hdi) set.seed(123) x <- matrix(rnorm(100*1000), nrow = 100, ncol = 1000) y <- x[,1] + x[,2] + rnorm(100) fit.stab <- stability(x, y, EV = 1) fit.tmp <- stability(x, y, EV = 1, verbose = TRUE) ## to check verbose fit.stab fit.stab$freq[1:10] ## selection frequency of the first 10 predictors ncores <- if(.Platform$OS.type == "windows") 1 else getOption("mc.cores", 2L) fit.stab2 <- stability(x, y, EV = 1, parallel = TRUE, ncores = ncores, verbose = TRUE) fit.stab2 fit.stab2$freq[1:10] stopifnot(all.equal(fit.stab$select, fit.stab2$select))