CorReg: Linear Regression Based on Linear Structure Between Covariates

Linear regression based on a recursive structural equation model (explicit multiples correlations) found by a MCMC algorithm. It permits to face highly correlated covariates. Variable selection is included (by lasso, elastic net, etc.). It also provides some graphical tools for basic statistics (Boxplot with confidence intervals, etc) and regression trees.

AuthorClement THERY [aut, cre], Christophe BIERNACKI [ctb], Gaetan LORIDANT [ctb], Florian WATRIN [ctb], Quentin GRIMONPREZ [ctb], Vincent KUBICKI [ctb], Samuel BLANCK [ctb], Jeremie KELLNER [ctb]
Date of publication2016-10-24 23:30:20
MaintainerClement THERY <corregeous@correg.org>
LicenseCeCILL
Version1.1.9
http://www.correg.org

View on CRAN

Files in this package

CorReg
CorReg/src
CorReg/src/BicTheta.h
CorReg/src/BicZ.h
CorReg/src/OLS_cpp.h
CorReg/src/BicZ_cpp.cpp
CorReg/src/GM_likelihood.h
CorReg/src/rechercheZ.cpp
CorReg/src/BicZ_cpp.h
CorReg/src/cleanZ.cpp
CorReg/src/ProbaZ_cpp.cpp
CorReg/src/BICZsparse_j_cpp.h
CorReg/src/rechercheZ_sparse_rejet.h
CorReg/src/rechercheZ_relax.cpp
CorReg/src/OLS.h
CorReg/src/CVMSE.h
CorReg/src/BicLoc_cpp.h
CorReg/src/BicTheta.cpp
CorReg/src/BICZsparse.cpp
CorReg/src/rechercheZ_rejet.h
CorReg/src/OLS_cpp.cpp
CorReg/src/BicZ_cpp2.cpp
CorReg/src/cleancolZ.cpp
CorReg/src/CVMSE.cpp
CorReg/src/kronecker_sum_cpp.h
CorReg/src/BICZsparse2_cpp.h
CorReg/src/rechercheZ_relax.h
CorReg/src/cleanZ.h
CorReg/src/rechercheZ_rejet.cpp
CorReg/src/ProbaZ_cpp.h
CorReg/src/rechercheZ.h
CorReg/src/BicZ_cpp2.h
CorReg/src/kronecker_sum_cpp.cpp
CorReg/src/GM_likelihood.cpp
CorReg/src/BicZ_j_cpp.h
CorReg/src/BicZmissRcpp.h
CorReg/src/BicZ_j_cpp.cpp
CorReg/src/OLS.cpp
CorReg/src/rechercheZ_sparse_rejet.cpp
CorReg/src/BICZsparse.h
CorReg/src/rechercheZ_sparse_relax.h
CorReg/src/kronecker_prod_cpp.h
CorReg/src/BICZsparse_cpp.h
CorReg/src/modsparse_cpp.h
CorReg/src/BICZsparse_cpp.cpp
CorReg/src/kronecker_prod_cpp.cpp
CorReg/src/rechercheZ_sparse_relax.cpp
CorReg/src/BICZsparse2_cpp.cpp
CorReg/src/cleancolZ.h
CorReg/src/BicZmissRcpp.cpp
CorReg/src/BicZ.cpp
CorReg/src/modsparse_cpp.cpp
CorReg/src/BICZsparse_j_cpp.cpp
CorReg/src/BicLoc_cpp.cpp
CorReg/NAMESPACE
CorReg/NEWS
CorReg/R
CorReg/R/cleanZ.R CorReg/R/cleanZlars.R CorReg/R/hatB.R CorReg/R/rforge.R CorReg/R/BicTheta.R CorReg/R/Gibbs.R CorReg/R/calcul_BIC_theta.R CorReg/R/Hist.R CorReg/R/mon_AIC.R CorReg/R/BicZcurve.R CorReg/R/Gibbs_X_ij_IF.R CorReg/R/Y_generator.R CorReg/R/anthem.R CorReg/R/cleanZtest.R CorReg/R/cleancolZ.R CorReg/R/icmoyenne.R CorReg/R/WhoIs.R CorReg/R/correg.R CorReg/R/qui_nom.R CorReg/R/meilleur_lars.R CorReg/R/BoxPlot.R CorReg/R/ProbaZ.R CorReg/R/extract_Xtilde.R CorReg/R/Zorder.R CorReg/R/icproportion.R CorReg/R/modsparse_cpp.R CorReg/R/tik.R CorReg/R/R2Z.R CorReg/R/compare_beta.R CorReg/R/CompNoms.R CorReg/R/BICZsparse.R CorReg/R/Gibbs_X_ij_IR.R CorReg/R/kroneckersum_vect.R CorReg/R/extract_lars.R CorReg/R/alphabet.R CorReg/R/initial_cor3.R CorReg/R/Gibbs_miss.R CorReg/R/MSE2.0.R CorReg/R/explicatif.R CorReg/R/muiZ.R CorReg/R/density_estimation.R CorReg/R/victory_int.R CorReg/R/readZ.R CorReg/R/cliquefaction.R CorReg/R/cleanZR2.R CorReg/R/Conan.R CorReg/R/compare_struct.R CorReg/R/generateurZ.R CorReg/R/showdata.R CorReg/R/mixmod_adapter.R CorReg/R/matplot_zone.R CorReg/R/OLS.R CorReg/R/MSE_loc.R CorReg/R/MakeJ.R CorReg/R/MakeF.R CorReg/R/structureFinder.R CorReg/R/confint_coef.R CorReg/R/GM_Loglikelihood.R CorReg/R/Interpretor.R CorReg/R/newtheta.R CorReg/R/renet.R CorReg/R/compare_zero.R CorReg/R/rechercheZ_relax.R CorReg/R/missing_penalty.R CorReg/R/loglikcond.R CorReg/R/A_clere.R CorReg/R/Mstep.R CorReg/R/SEM.R CorReg/R/MSEZ.R CorReg/R/newhatB.R CorReg/R/recursive_tree.R CorReg/R/Estep.R CorReg/R/MakeH.R CorReg/R/readY.R CorReg/R/CorReg-package.R CorReg/R/corXY.R CorReg/R/compare_A_Z.R CorReg/R/mixture_generator.R CorReg/R/inkei.R CorReg/R/searchZmiss.R CorReg/R/Terminator.R CorReg/R/fillmiss.R CorReg/R/mon_predict_pred2.R CorReg/R/Winitial.R CorReg/R/cleanYtest.R CorReg/R/rechercheZ_rejet.R CorReg/R/CVMSE.R CorReg/R/compare_sign.R CorReg/R/searchZ_sparse.R CorReg/R/BicLoc.R CorReg/R/BICZmiss.R CorReg/R/generateurA_ou.R CorReg/R/BicZ.R CorReg/R/bender.R CorReg/R/log_likelihood.R
CorReg/MD5
CorReg/DESCRIPTION
CorReg/man
CorReg/man/mixture_generator.Rd CorReg/man/MSE_loc.Rd CorReg/man/structureFinder.Rd CorReg/man/Terminator.Rd CorReg/man/Conan.Rd CorReg/man/cleanZ.Rd CorReg/man/matplot_zone.Rd CorReg/man/density_estimation.Rd CorReg/man/CorReg-package.Rd CorReg/man/compare_struct.Rd CorReg/man/cleanZtest.Rd CorReg/man/correg.Rd CorReg/man/BicZ.Rd CorReg/man/readZ.Rd CorReg/man/showdata.Rd CorReg/man/Hist.Rd CorReg/man/recursive_tree.Rd CorReg/man/BoxPlot.Rd

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