The hardware and bandwidth for this mirror is donated by dogado GmbH, the Webhosting and Full Service-Cloud Provider. Check out our Wordpress Tutorial.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]dogado.de.

MultiVarSel: Variable Selection in a Multivariate Linear Model

It performs variable selection in a multivariate linear model by estimating the covariance matrix of the residuals then use it to remove the dependence that may exist among the responses and eventually performs variable selection by using the Lasso criterion. The method is described in the paper Perrot-Dockès et al. (2017) <doi:10.48550/arXiv.1704.00076>.

Version: 1.1.3
Depends: glmnet, Matrix (≥ 1.2-11), parallel
Suggests: R.rsp
Published: 2019-03-21
DOI: 10.32614/CRAN.package.MultiVarSel
Author: Marie Perrot-Dockès, Céline Lévy-Leduc, Julien Chiquet
Maintainer: Marie Perrot-Dockès <marie.perrocks at gmail.com>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
CRAN checks: MultiVarSel results

Documentation:

Reference manual: MultiVarSel.pdf
Vignettes: MultiVarSel

Downloads:

Package source: MultiVarSel_1.1.3.tar.gz
Windows binaries: r-devel: MultiVarSel_1.1.3.zip, r-release: MultiVarSel_1.1.3.zip, r-oldrel: MultiVarSel_1.1.3.zip
macOS binaries: r-release (arm64): MultiVarSel_1.1.3.tgz, r-oldrel (arm64): MultiVarSel_1.1.3.tgz, r-release (x86_64): MultiVarSel_1.1.3.tgz, r-oldrel (x86_64): MultiVarSel_1.1.3.tgz
Old sources: MultiVarSel archive

Linking:

Please use the canonical form https://CRAN.R-project.org/package=MultiVarSel to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
Health stats visible at Monitor.