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.

Package details

AuthorHaeran Cho [aut, cre], Piotr Fryzlewicz [aut]
MaintainerHaeran Cho <haeran.cho@bristol.ac.uk>
LicenseGPL (>= 2)
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:

Try the tilting package in your browser

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

tilting documentation built on May 2, 2019, 8:53 a.m.