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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.
| Version: | 1.1.11 |
| Depends: | R (≥ 3.0.2), corpcor (≥ 1.6.10) |
| Imports: | stats |
| Suggests: | crossval |
| Enhances: | sda |
| Published: | 2021-11-21 |
| Author: | Verena Zuber and Korbinian Strimmer. |
| Maintainer: | Korbinian Strimmer <strimmerlab at gmail.com> |
| License: | GPL (≥ 3) |
| URL: | https://strimmerlab.github.io/software/care/ |
| NeedsCompilation: | no |
| Materials: | NEWS |
| CRAN checks: | care results |
| Reference manual: | care.pdf |
| Package source: | care_1.1.11.tar.gz |
| Windows binaries: | r-devel: care_1.1.11.zip, r-release: care_1.1.11.zip, r-oldrel: care_1.1.11.zip |
| macOS binaries: | r-release (arm64): care_1.1.11.tgz, r-oldrel (arm64): care_1.1.11.tgz, r-release (x86_64): care_1.1.11.tgz, r-oldrel (x86_64): care_1.1.11.tgz |
| Old sources: | care archive |
| Reverse suggests: | crossval, mlr, mlr3filters, mlrCPO, relaimpo, sense |
| Reverse enhances: | sda |
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These binaries (installable software) and packages are in development.
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