rpc: Ridge Partial Correlation

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.

Getting started

Package details

AuthorSomak Dutta [aut, cre, cph], An Nguyen [aut, ctb], Run Wang [ctb], Vivekananda Roy [ctb]
MaintainerSomak Dutta <somakd@iastate.edu>
LicenseGPL (>= 2)
Version2.0.3
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("rpc")

Try the rpc package in your browser

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

rpc documentation built on April 4, 2025, 4:27 a.m.