care: High-Dimensional Regression and CAR Score Variable Selection

Implements the regression approach of Zuber and Strimmer (2011) "High-dimensional regression and variable selection using CAR scores" SAGMB 10: 34. CAR scores measure the correlation between the response and the Mahalanobis-decorrelated predictors. The squared CAR score is a natural measure of variable importance and provides a canonical ordering of variables. This package provides functions for estimating CAR scores, for variable selection using CAR scores, and for estimating corresponding regression coefficients. Both shrinkage as well as empirical estimators are available.

Author
Verena Zuber and Korbinian Strimmer.
Date of publication
2015-07-08 16:28:30
Maintainer
Korbinian Strimmer <strimmerlab@gmail.com>
License
GPL (>= 3)
Version
1.1.9
URLs

View on CRAN

Man pages

care-internal
Internal care Functions
care.package
The care Package
carscore
Estimate CAR Scores and Marginal Correlations
efron2004
Diabetes Data from Efron et al. (2004)
lu2004
Brain Aging Study of Lu et al. (2004)
slm
Shrinkage Estimation of Regression Coefficients

Files in this package

care
care/inst
care/inst/doc
care/inst/doc/index.html
care/inst/doc/brain.R
care/inst/doc/diabetes.R
care/NAMESPACE
care/NEWS
care/data
care/data/lu2004.rda
care/data/efron2004.rda
care/R
care/R/slm.R
care/R/carscore.R
care/R/predict.slm.R
care/MD5
care/DESCRIPTION
care/man
care/man/care.package.Rd
care/man/carscore.Rd
care/man/efron2004.Rd
care/man/slm.Rd
care/man/care-internal.Rd
care/man/lu2004.Rd