yorickuser/contselec: Model selection procesure by contracting explanatry variables, with check of each explanatry variable's strength.

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)

Getting started

Package details

Maintainer
LicenseGPL
Version0.1.0
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("yorickuser/contselec")
yorickuser/contselec documentation built on May 11, 2019, 3:08 p.m.