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Software for performing the reduction, exploratory and model selection phases of the procedure proposed by Cox, D.R. and Battey, H.S. (2017) <doi:10.1073/pnas.1703764114> for sparse regression when the number of potential explanatory variables far exceeds the sample size. The software supports linear regression, likelihood-based fitting of generalized linear regression models and the proportional hazards model fitted by partial likelihood.
Package details |
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Author | H. H. Hoeltgebaum |
Maintainer | H. Battey <h.battey@imperial.ac.uk> |
License | GPL-2 | GPL-3 |
Version | 1.1.3 |
Package repository | View on CRAN |
Installation |
Install the latest version of this package by entering the following in R:
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