Ohit: OGA+HDIC+Trim and High-Dimensional Linear Regression Models
Version 1.0.0

Ing and Lai (2011) proposed a high-dimensional model selection procedure that comprises three steps: orthogonal greedy algorithm (OGA), high-dimensional information criterion (HDIC), and Trim. The first two steps, OGA and HDIC, are used to sequentially select input variables and determine stopping rules, respectively. The third step, Trim, is used to delete irrelevant variables remaining in the second step. This package aims at fitting a high-dimensional linear regression model via OGA+HDIC+Trim.

Getting started

Package details

AuthorHai-Tang Chiou, Ching-Kang Ing, Tze Leung Lai
Date of publication2017-09-06 12:01:26 UTC
MaintainerHai-Tang Chiou <[email protected]>
URL http://mx.nthu.edu.tw/~cking/pdf/IngLai2011.pdf
Package repositoryView on CRAN
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Ohit documentation built on Sept. 6, 2017, 5:03 p.m.