Open gokceneraslan opened 7 years ago
Thanks. This is new to me. I will have a look at it (but not in a timely manner). If you like, you may contribute relevant code via a pull request.
Btw. please note that we do not controll the FWER (P(V >= 1)) but the PFER (E(V)) which is far less conservative and may be >> 1. As the PFER controls (very, very conservatively) the FWER, stability selection can also be used to control the latter but usually is not!
Especially for genomics applications, it would be nice to also have FDR procedure in the implementation.