Implements an algorithm for variable selection in high-dimensional linear regression using the "tilted correlation", a new way of measuring the contribution of each variable to the response which takes into account high correlations among the variables in a data-driven way.
|Author||Haeran Cho [aut, cre], Piotr Fryzlewicz [aut]|
|Maintainer||Haeran Cho <firstname.lastname@example.org>|
|License||GPL (>= 2)|
|Package repository||View on CRAN|
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