care

High-Dimensional Regression and CAR Score Variable Selection

Implements the regression approach of Zuber and Strimmer (2011) "High-dimensional regression and variable selection using CAR scores" SAGMB 10: 34, <DOI:10.2202/1544-6115.1730>. CAR scores measure the correlation between the response and the Mahalanobis-decorrelated predictors. The squared CAR score is a natural measure of variable importance and provides a canonical ordering of variables. This package provides functions for estimating CAR scores, for variable selection using CAR scores, and for estimating corresponding regression coefficients. Both shrinkage as well as empirical estimators are available.

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Description file content

Package
care
Version
1.1.10
Date
2017-03-29
Title
High-Dimensional Regression and CAR Score Variable Selection
Author
Verena Zuber and Korbinian Strimmer.
Maintainer
Korbinian Strimmer
Depends
R (>= 3.0.2), corpcor (>= 1.6.8)
Imports
stats
Suggests
crossval
Description
Implements the regression approach of Zuber and Strimmer (2011) "High-dimensional regression and variable selection using CAR scores" SAGMB 10: 34, . CAR scores measure the correlation between the response and the Mahalanobis-decorrelated predictors. The squared CAR score is a natural measure of variable importance and provides a canonical ordering of variables. This package provides functions for estimating CAR scores, for variable selection using CAR scores, and for estimating corresponding regression coefficients. Both shrinkage as well as empirical estimators are available.
License
GPL (>= 3)
URL
Packaged
2017-03-29 16:31:16 UTC; strimmer
NeedsCompilation
no
Repository
CRAN
Date/Publication
2017-03-29 17:43:14 UTC

install.packages('care')

1.1.10

02 years ago

http://strimmerlab.org/software/care/

Korbinian Strimmer

GPL (>= 3)

Depends on

R (>= 3.0.2), corpcor (>= 1.6.8)

Imports

stats

Suggests

crossval

Discussions