contselec-package: Model selection procesure by contracting explanatry variables...

Description Author(s)

Description

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)

Author(s)

Maintainer: Hiroshi C. Ito hiroshibeetle@gmail.com


yorickuser/contselec documentation built on July 25, 2021, 8:14 a.m.