spcorum/tsmvr: Truly Sparse Multivariate Regression
This package is a solver for truly sparse multivariate regression (tsmvr). The main algorithm also estimates the error covariance, which yields gives more accurate regressions. Functions for performing k-fold and replicated k-fold cross-validation are also included.
Getting started
Browse package contents
Package details |
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| Maintainer | |
| License | GPL-3 |
| Version | 0.0.0.9002 |
| URL | https://github.com/spcorum/tsmvr |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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