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