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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 |
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Author | John Snyder [aut, cre] |
Maintainer | John Snyder <jcs8v6@mail.missouri.edu> |
License | GPL-3 |
Version | 0.1 |
Package repository | View on CRAN |
Installation |
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