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 |
macOS binaries: | r-release: tilting_1.1.1.tgz, r-oldrel: tilting_1.1.1.tgz |
Old sources: | tilting archive |
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