Implements variable selection for high dimensional datasets with a binary response variable using the EM algorithm. Both probit and logit models are supported. Also included is a useful function to generate high dimensional data with correlated variables.
|Author||John Snyder [aut, cre]|
|Date of publication||2016-01-13 08:49:37|
|Maintainer||John Snyder <firstname.lastname@example.org>|