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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.
Package details 


Author  John Snyder [aut, cre] 
Maintainer  John Snyder <jcs8v6@mail.missouri.edu> 
License  GPL3 
Version  0.1 
Package repository  View on CRAN 
Installation 
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