Linear regression based on a recursive structural equation model
(explicit correlations) found by a MCMC algorithm. It permits to face
highly correlated covariates. Variable selection is included (by lasso,
elasticnet, etc.). It also provides some graphical tools for basic
statistics.
| Version: |
0.15.7 |
| Depends: |
R (≥ 3.0.2) |
| Imports: |
Rcpp (≥ 0.11.0), lars (≥ 1.2), elasticnet (≥ 1.1), clere (≥
1.1), spikeslab (≥ 1.1.5), corrplot (≥ 0.73), Matrix (≥ 1.1), mclust (≥ 4.2), Rmixmod (≥ 2.0.1), ridge (≥ 2.1), rpart (≥
4.1-5), MASS (≥ 7.3-30), mvtnorm (≥ 0.9) |
| LinkingTo: |
Rcpp, RcppEigen |
| Suggests: |
parcor (≥ 0.2) |
| Published: |
2014-10-02 |
| Author: |
Clement THERY [aut, cre],
Christophe BIERNACKI [ctb],
Gaetan LORIDANT [ctb],
Florian WATRIN [ctb],
Quentin GRIMONPREZ [ctb],
Vincent KUBICKI [ctb],
Samuel BLANCK [ctb],
Jeremie KELLNER [ctb] |
| Maintainer: |
Clement THERY <clement.thery at arcelormittal.com> |
| License: |
CeCILL |
| Copyright: |
ArcelorMittal |
| URL: |
http://www.correg.org |
| NeedsCompilation: |
yes |
| Materials: |
NEWS |
| CRAN checks: |
CorReg results |