CorReg-community/CorReg: Linear Regression Based on Linear Structure Between Variables
Linear regression based on a recursive structural equation model (explicit multiples correlations) found by a M.C.M.C.(Markov Chain Monte Carlo) algorithm. It permits to face highly correlated variables. Variable selection is included (by lasso, elastic net, etc.). It also provides some graphical tools for basic statistics. For more information about the method, read the PhD thesis of Clement Thery (2015) in the link below.
Getting started
Browse package contents
Package details |
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| Maintainer | |
| License | CeCILL |
| Version | 1.2.19 |
| URL | https://correg-community.github.io/CorReg http://www.correg.org http://www.theses.fr/2015LIL10060 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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