osorensen/hdme: High-Dimensional Regression with Measurement Error

Penalized regression for generalized linear models for measurement error problems (aka. errors-in-variables). The package contains a version of the lasso (L1-penalization) which corrects for measurement error (Sorensen et al. (2015) <doi:10.5705/ss.2013.180>). It also contains an implementation of the Generalized Matrix Uncertainty Selector, which is a version the (Generalized) Dantzig Selector for the case of measurement error (Sorensen et al. (2018) <doi:10.1080/10618600.2018.1425626>).

Getting started

Package details

AuthorOystein Sorensen
MaintainerOystein Sorensen <oystein.sorensen.19[email protected]>
LicenseGPL-3
Version0.2.1
URL https://github.com/osorensen/hdme
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("devtools")
library(devtools)
install_github("osorensen/hdme")
osorensen/hdme documentation built on Oct. 16, 2018, 9:17 a.m.