hdme

High-Dimensional Regression with Measurement Error

Penalized regression for generalized linear models for measurement error problems (aka. errors-in-variables). The package contains a version of the lasso (L1-penalization) which corrects for measurement error (Sorensen et al. (2015) <doi:10.5705/ss.2013.180>). It also contains an implementation of the Generalized Matrix Uncertainty Selector, which is a version the (Generalized) Dantzig Selector for the case of measurement error (Sorensen et al. (2018) <doi:10.1080/10618600.2018.1425626>).

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Description file content

Package
hdme
Type
Package
Title
High-Dimensional Regression with Measurement Error
Version
0.2.1
Encoding
UTF-8
Author
Oystein Sorensen
Maintainer
Oystein Sorensen
Description
Penalized regression for generalized linear models for measurement error problems (aka. errors-in-variables). The package contains a version of the lasso (L1-penalization) which corrects for measurement error (Sorensen et al. (2015) ). It also contains an implementation of the Generalized Matrix Uncertainty Selector, which is a version the (Generalized) Dantzig Selector for the case of measurement error (Sorensen et al. (2018) ).
License
GPL-3
LazyData
TRUE
RoxygenNote
6.0.1
Imports
glmnet (>= 2.0-13), ggplot2 (>= 2.2.1), Rdpack, Rcpp (>= 0.12.15)
URL
RdMacros
Rdpack
Suggests
Rglpk (>= 0.6-1), lpSolveAPI (>= 5.5.2.0-17), knitr, rmarkdown, testthat, flare, igraph, dplyr, tidyr, zeallot
VignetteBuilder
knitr
LinkingTo
Rcpp, RcppArmadillo
NeedsCompilation
yes
Packaged
2018-10-15 12:36:39 UTC; oyss
Repository
CRAN
Date/Publication
2018-10-15 13:00:03 UTC

install.packages('hdme')

0.2.1

2 months ago

https://github.com/osorensen/hdme

Oystein Sorensen

GPL-3

Imports

glmnet (>= 2.0-13), ggplot2 (>= 2.2.1), Rdpack, Rcpp (>= 0.12.15)

Suggests

Rglpk (>= 0.6-1), lpSolveAPI (>= 5.5.2.0-17), knitr, rmarkdown, testthat, flare, igraph, dplyr, tidyr, zeallot

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