Regression with a Large Number of Potential Explanatory Variables

Software for performing the reduction, exploratory and model selection phases of the procedure proposed by Cox, D.R. and Battey, H.S. (2017) for sparse regression when the number of potential explanatory variables far exceeds the sample size. The software supports linear regression, likelihood-based fitting of generalized linear regression models and the proportional hazards model fitted by partial likelihood.


CRAN_Status_Badge downloads Set of functions to perform the reduction, exploratory and model selection phases of the procedure proposed by Cox, D.R. and Battey, H.S. (2017) \doi{10.1073/pnas.1703764114}.

Functions

  • DGP
  • Reduction.Phase
  • Exploratory.Phase
  • ModelSelection.Phase

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Reference manual

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install.packages("HCmodelSets")

1.0.2 by H. H. Hoeltgebaum, 8 months ago


Report a bug at https://github.com/hhhelfer/HCmodelSets/issues


Browse source code at https://github.com/cran/HCmodelSets


Authors: H. H. Hoeltgebaum


Documentation:   PDF Manual  


MIT + file LICENSE license


Depends on mvtnorm, ggplot2, survival


See at CRAN