Implements an algorithm for variable selection in high-dimensional linear regression using the "tilted correlation", a 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: | tilting |
Type: | Package |
Version: | 1.1.1 |
Date: | 2016-12-22 |
License: | GPL (>= 2) |
LazyLoad: | yes |
The main function of the package is tilting
.
Haeran Cho, Piotr Fryzlewicz
Maintainer: Haeran Cho <haeran.cho@bristol.ac.ukk>
H. Cho and P. Fryzlewicz (2012) High-dimensional variable selection via tilting, Journal of the Royal Statistical Society Series B, 74: 593-622.
1 2 3 4 5 |
Questions? Problems? Suggestions? Tweet to @rdrrHQ or email at ian@mutexlabs.com.
All documentation is copyright its authors; we didn't write any of that.