mixvarselect: Mixture of expert modelling with variable selection using penalization
Version 1.1

The package uses Ridge, Lasso and SCAD penlization to implement variable selection and regularization in various parameters of mixutres of Gaussians. The package offers variable selection for the mean compoenents and logit of mixture proportions. The package requires installation of GSL libraries on the machine and may not work under Windows platform.

Getting started

Package details

AuthorVahid Partovi Nia and Abbas Khalili
Date of publication2015-06-06 23:19:47
MaintainerVahid Partovi Nia <vahid.partovinia@polymtl.ca>
LicenseGPL (>= 2)
Package repositoryView on R-Forge
Installation Install the latest version of this package by entering the following in R:
install.packages("mixvarselect", repos="http://R-Forge.R-project.org")

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mixvarselect documentation built on May 31, 2017, 4:37 a.m.