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Computes the ridge partial correlation coefficients in a high or ultra-high dimensional linear regression problem. An extended Bayesian information criterion is also implemented for variable selection. Users provide the matrix of covariates as a usual dense matrix or a sparse matrix stored in a compressed sparse column format. Detail of the method is given in the manual.
Package details |
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Author | Somak Dutta [aut, cre, cph], An Nguyen [aut, ctb], Run Wang [ctb], Vivekananda Roy [ctb] |
Maintainer | Somak Dutta <somakd@iastate.edu> |
License | GPL (>= 2) |
Version | 2.0.3 |
Package repository | View on CRAN |
Installation |
Install the latest version of this package by entering the following in R:
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