HCmodelSets: Regression with a Large Number of Potential Explanatory Variables

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.

Getting started

Package details

AuthorH. H. Hoeltgebaum
MaintainerH. H. Hoeltgebaum <[email protected]>
LicenseMIT + file LICENSE
Version1.0.2
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("HCmodelSets")

Try the HCmodelSets package in your browser

Any scripts or data that you put into this service are public.

HCmodelSets documentation built on Dec. 17, 2018, 5:05 p.m.