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. Battey <h.battey@imperial.ac.uk>
LicenseGPL-2 | GPL-3
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:

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HCmodelSets documentation built on March 31, 2023, 7:02 p.m.