tilting: Variable Selection via Tilted Correlation Screening Algorithm

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.

AuthorHaeran Cho [aut, cre], Piotr Fryzlewicz [aut]
Date of publication2016-12-26 12:25:13
MaintainerHaeran Cho <haeran.cho@bristol.ac.uk>
LicenseGPL (>= 2)
Version1.1.1

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