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.

AuthorVerena Zuber and Korbinian Strimmer.
Date of publication2015-07-08 16:28:30
MaintainerKorbinian Strimmer <strimmerlab@gmail.com>
LicenseGPL (>= 3)
Version1.1.9
http://strimmerlab.org/software/care/

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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

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