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.

Install the latest version of this package by entering the following in R:
install.packages("CorReg")
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

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

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

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