tilting: Variable Selection via Tilted Correlation Screening Algorithm (original) (raw)
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 |
| DOI: | 10.32614/CRAN.package.tilting |
| 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 |
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