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.
|License:||GPL (>= 2)|
The main function of the package is
Haeran Cho, Piotr Fryzlewicz
Maintainer: Haeran Cho <email@example.com>
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
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.