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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>).

Version: 0.6.0
Imports: glmnet (≥ 3.0.0), ggplot2 (≥ 2.2.1), Rdpack, Rcpp (≥ 0.12.15), Rglpk (≥ 0.6-1), rlang (≥ 1.0), stats
LinkingTo: Rcpp, RcppArmadillo
Suggests: knitr, rmarkdown, testthat, dplyr, tidyr, covr
Published: 2023-05-16
DOI: 10.32614/CRAN.package.hdme
Author: Oystein Sorensen ORCID iD [aut, cre]
Maintainer: Oystein Sorensen <oystein.sorensen.1985 at gmail.com>
License: GPL-3
URL: https://github.com/osorensen/hdme
NeedsCompilation: yes
Citation: hdme citation info
Materials: README NEWS
CRAN checks: hdme results

Documentation:

Reference manual: hdme.pdf
Vignettes: The hdme package: regression methods for high-dimensional data with measurement error

Downloads:

Package source: hdme_0.6.0.tar.gz
Windows binaries: r-devel: hdme_0.6.0.zip, r-release: hdme_0.6.0.zip, r-oldrel: hdme_0.6.0.zip
macOS binaries: r-release (arm64): hdme_0.6.0.tgz, r-oldrel (arm64): hdme_0.6.0.tgz, r-release (x86_64): hdme_0.6.0.tgz, r-oldrel (x86_64): hdme_0.6.0.tgz
Old sources: hdme archive

Linking:

Please use the canonical form https://CRAN.R-project.org/package=hdme 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.
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