Variable Selection via Tilted Correlation Screening Algorithm

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 |

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