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, <DOI:10.2202/1544-6115.1730>. 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.

Getting started

Package details

AuthorVerena Zuber and Korbinian Strimmer.
MaintainerKorbinian Strimmer <strimmerlab@gmail.com>
LicenseGPL (>= 3)
Version1.1.11
URL https://strimmerlab.github.io/software/care/
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("care")

Try the care package in your browser

Any scripts or data that you put into this service are public.

care documentation built on Nov. 21, 2021, 5:06 p.m.