care: High-Dimensional Regression and CAR Score Variable Selection

The "care" package implements the regression approach of Zuber and Strimmer (2011) "High-dimensional regression and variable selection using CAR scores" SAGMB 10: 34. CAR scores measure the correlation between the response and the Mahalanobis-decorrelated predictors. The squared CAR score is a natural measure of variable importance and provides a canonical ordering of variables. This package provides functions for estimating CAR scores, for variable selection using CAR scores, and for estimating corresponding regression coefficients. Both shrinkage as well as empirical estimators are available.

Version: 1.1.4
Depends: R (≥ 2.15.1), corpcor (≥ 1.6.6)
Suggests: crossval
Published: 2014-04-19
Author: Verena Zuber and Korbinian Strimmer.
Maintainer: Korbinian Strimmer <strimmer at uni-leipzig.de>
License: GPL (≥ 3)
URL: http://strimmerlab.org/software/care/
NeedsCompilation: no
Materials: NEWS
CRAN checks: care results

Downloads:

Reference manual: care.pdf
Package source: care_1.1.4.tar.gz
Windows binaries: r-devel: care_1.1.4.zip, r-release: care_1.1.4.zip, r-oldrel: care_1.1.4.zip
OS X Snow Leopard binaries: r-release: care_1.1.4.tgz, r-oldrel: care_1.1.4.tgz
OS X Mavericks binaries: r-release: care_1.1.4.tgz
Old sources: care archive

Reverse dependencies:

Reverse suggests: crossval