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)
Version1.1.1
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("tilting")

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