globalboosttest: Testing the additional predictive value of high-dimensional data

'globalboosttest' implements a permutation-based testing procedure to globally test the (additional) predictive value of a large set of predictors given that a small set of predictors is already available. Currently, 'globalboosttest' supports binary outcomes (via logistic regression) and survival outcomes (via Cox regression). It is based on boosting regression as implemented in the package 'mboost'.

Getting started

Package details

AuthorAnne-Laure Boulesteix <boulesteix@ibe.med.uni-muenchen.de>, Torsten Hothorn <torsten.hothorn@stat.uni-muenchen.de>.
MaintainerAnne-Laure Boulesteix <boulesteix@ibe.med.uni-muenchen.de>
LicenseGPL version 2 or newer
Version1.1-1
URL
Package repositoryView on R-Forge
Installation Install the latest version of this package by entering the following in R:
install.packages("globalboosttest", repos="http://R-Forge.R-project.org")

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globalboosttest documentation built on May 2, 2019, 4:56 p.m.