tilting: Variable selection via Tilted Correlation Screening algorithm
The package implements an algorithm for variable selection
in high-dimensional linear regression using the "tilted
correlation", a new way of measuring the contribution of each
variable to the response which takes into account high
correlations among the variables in a data-driven way.
| Version: |
1.0 |
| Depends: |
mvtnorm |
| Published: |
2012-10-29 |
| Author: |
Haeran Cho |
| Maintainer: |
Haeran Cho <h.cho1 at lse.ac.uk> |
| License: |
GPL (≥ 2) |
| NeedsCompilation: |
no |
| CRAN checks: |
tilting results |
Downloads: