tilting: Variable Selection via Tilted Correlation Screening Algorithm
Version 1.1.1

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

Getting started

Package overview

Popular man pages

col.norm: Compute the L2 norm of each column
get.thr: Select a threshold for sample correlation matrix
projection: Compute the projection matrix onto a given set of variables
select.model: Select the final model
thresh: Hard-threshold a matrix
tilting: Variable selection via Tilted Correlation Screening algorithm
tilting-package: Variable Selection via Tilted Correlation Screening Algorithm
See all...

All man pages Function index File listing

Man pages

col.norm: Compute the L2 norm of each column
get.thr: Select a threshold for sample correlation matrix
lse.beta: Compute the least squares estimate on a given index set
projection: Compute the projection matrix onto a given set of variables
select.model: Select the final model
thresh: Hard-threshold a matrix
tilting: Variable selection via Tilted Correlation Screening algorithm
tilting-package: Variable Selection via Tilted Correlation Screening Algorithm

Functions

col.norm Man page Source code
get.thr Man page Source code
lse.beta Man page Source code
projection Man page Source code
select.model Man page Source code
thresh Man page Source code
tilting Man page Source code
tilting-package Man page

Files

NAMESPACE
R
R/package.R
MD5
DESCRIPTION
man
man/lse.beta.Rd
man/select.model.Rd
man/thresh.Rd
man/projection.Rd
man/col.norm.Rd
man/tilting-package.Rd
man/get.thr.Rd
man/tilting.Rd
tilting documentation built on May 19, 2017, 9:37 p.m.

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