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.

Author
Clement 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 publication
2016-10-24 23:30:20
Maintainer
Clement THERY <corregeous@correg.org>
License
CeCILL
Version
1.1.9
URLs

View on CRAN

Man pages

BicZ
Compute the BIC of a given structure
BoxPlot
Boxplot with confidence interval and ANOVA on the plot.
cleanZ
clean the structure of correlations Z (if BIC improved)
cleanZtest
Clean Z's columns based on p-values (coefficients or global)
compare_struct
To compare sub-regression structures
Conan
Removes missing values (rows and column to obtain a large...
correg
Linear regression using CorReg's method, with variable...
CorReg-package
Quick tutorial for CorReg package
density_estimation
BIC of estimated marginal gaussian mixture densities
Hist
fonction qui va faire des histogrammes par classes
matplot_zone
Matplot with curves comparison by background colors.
mixture_generator
Gaussian mixtures dataset generator with regression between...
MSE_loc
Simple MSE function
readZ
read the structure and explain it
recursive_tree
decision tree in a recursive way
showdata
To show the missing values of a dataset
structureFinder
MCMC algorithm to find a structure between the covariates
Terminator
Destructing values to have missing ones

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