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
Depends: mvtnorm
Published: 2016-06-23
Author: Haeran Cho
Maintainer: Haeran Cho <mahrc at bristol.ac.uk>
BugReports: NA
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: NA
NeedsCompilation: no
CRAN checks: tilting results

Downloads:

Reference manual: tilting.pdf
Package source: tilting_1.1.tar.gz
Windows binaries: r-devel: tilting_1.1.zip, r-release: tilting_1.1.zip, r-oldrel: tilting_1.1.zip
OS X Mavericks binaries: r-release: tilting_1.1.tgz, r-oldrel: tilting_1.1.tgz
Old sources: tilting archive