tilting: Variable Selection via Tilted Correlation Screening Algorithm

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: 1.1.1
Depends: R (≥ 2.14.0), mvtnorm
Published: 2016-12-26
Author: Haeran Cho [aut, cre], Piotr Fryzlewicz [aut]
Maintainer: Haeran Cho <haeran.cho at bristol.ac.uk>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
CRAN checks: tilting results


Reference manual: tilting.pdf
Package source: tilting_1.1.1.tar.gz
Windows binaries: r-devel: tilting_1.1.1.zip, r-release: tilting_1.1.1.zip, r-oldrel: tilting_1.1.1.zip
OS X El Capitan binaries: r-release: tilting_1.1.1.tgz
OS X Mavericks binaries: r-oldrel: tilting_1.1.1.tgz
Old sources: tilting archive


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