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This package implements a fast regression algorithm for building linear model for large data as defined in the paper "VIF-Regression: A Fast Regression Algorithm for Large Data (2011), Journal of the American Statistical Association, Vol. 106, No. 493: 232-247" by Dongyu Lin, Dean P. Foster, and Lyle H. Ungar.
Package details |
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Author | Dongyu Lin <dongyu.lin@gmail.com> |
Maintainer | Dongyu Lin <dongyu.lin@gmail.com> |
License | GPL (>= 2) |
Version | 1.0 |
URL | http://gosset.wharton.upenn.edu/~foster/auction/auction.html |
Package repository | View on CRAN |
Installation |
Install the latest version of this package by entering the following in R:
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