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.
|Author||H. H. Hoeltgebaum|
|Maintainer||H. H. Hoeltgebaum <[email protected]>|
|License||MIT + file LICENSE|
|Package repository||View on CRAN|
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