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Implements a general framework for creating dependency graphs using projection as introduced in Fan, Feng and Xia (2019)<arXiv:1501.01617>. Both lasso and sparse additive model projections are implemented. Both Pearson correlation and distance covariance options are available to generate the graph.
Package details |
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Author | Yang Feng [aut, cre], Jianqing Fan [aut], Lucy Xia [aut] |
Maintainer | Yang Feng <yangfengstat@gmail.com> |
License | GPL-2 |
Version | 1.6 |
Package repository | View on CRAN |
Installation |
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