Dimension-reduction methods aim at defining a score that maximizes signal diversity. Three approaches, tree weight, maximum entropy weights, and maximum variance weights are provided. These methods are described in He and Fong (2019) .
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2024.8-1 by Youyi Fong, 2 years ago
Browse source code at https://github.com/cran/mdw
Authors: Zonglin He [aut] , Youyi Fong [cre]
Documentation: PDF Manual
GPL-2 license
Imports kyotil, MASS, Matrix
Suggests R.rsp, RUnit, Rmosek, mvtnorm, gtools
See at CRAN