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 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
CRAN checks: tilting results


Reference manual: tilting.pdf
Package source: tilting_1.0.tar.gz
Windows binaries: r-devel: tilting_1.0.zip, r-release: tilting_1.0.zip, r-oldrel: tilting_1.0.zip
OS X Snow Leopard binaries: r-release: tilting_1.0.tgz, r-oldrel: tilting_1.0.tgz
OS X Mavericks binaries: r-release: tilting_1.0.tgz