Model selection procesure by contracting explanatry variables of high absolute correlation, with examining statistical strength of each explanatry variable. Main function is "cont_selec", which consists of "contract" (grouping explanatory variables of high absolute correlation, and contracting them by using theprincipal components of the groups) and "bestsub_stepwise" (combination of best subset selection, permutation test and stepwise selection)
Package details |
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Maintainer | |
License | GPL |
Version | 0.1.0 |
Package repository | View on GitHub |
Installation |
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