CorReg: Linear Regression Based on Linear Structure Between Variables

Linear regression based on a recursive structural equation model (explicit multiples correlations) found by a M.C.M.C.(Markov Chain Monte Carlo) algorithm. It permits to face highly correlated variables. Variable selection is included (by lasso, elastic net, etc.). It also provides some graphical tools for basic statistics. For more information on the method, read the PhD thesis in the link below.

Package details

AuthorClement THERY [aut, cre], Christophe BIERNACKI [ctb], Gaetan LORIDANT [ctb], Florian WATRIN [ctb], Quentin GRIMONPREZ [ctb], Vincent KUBICKI [ctb], Samuel BLANCK [ctb], Jeremie KELLNER [ctb]
MaintainerClement THERY <corregeous@correg.org>
LicenseCeCILL
Version1.2.14
URL http://www.correg.org http://www.theses.fr/2015LIL10060
Package repositoryView on R-Forge
Installation Install the latest version of this package by entering the following in R:
install.packages("CorReg", repos="http://R-Forge.R-project.org")

Try the CorReg package in your browser

Any scripts or data that you put into this service are public.

CorReg documentation built on Sept. 6, 2019, 3 a.m.