smart: Sparse Multivariate Analysis via Rank Transformation

The package "smart" provides a general framework for analyzing (including estimation, feature selection and prediction) and visualize big data. It integrates several novel, efficient and robust data analysis tools, including Transelliptical Component Analysis (TCA), Transelliptical Correlation Estimation (TCE) and Group Nearest Shrunken Centroids (gnsc). We target on high dimensional data analysis(usually d >> n), and exploit computationally efficiently approaches. Results are organized to be visualized properly for users.

install.packages("smart")

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