This is a non-parametric method for joint adaptive mean-variance regularization and variance stabilization of high-dimensional data. It is suited for handling difficult problems posed by high-dimensional multivariate datasets (p >> n paradigm). Among those are that the variance is often a function of the mean, variable-specific estimators of variances are not reliable, and tests statistics have low powers due to a lack of degrees of freedom. Key features include: (i) Normalization and/or variance stabilization of the data, (ii) Computation of mean-variance-regularized t-statistics (F-statistics to follow), (iii) Generation of diverse diagnostic plots, (iv) Computationally efficient implementation using C/C++ interfacing and an option for parallel computing to enjoy a faster and easier experience in the R environment.
Version: | 1.31.0 |
Depends: | R (≥ 3.0.2), parallel, statmod |
Imports: | graphics, grDevices, methods, stats |
Published: | 2016-10-26 |
Author: | Jean-Eudes Dazard [aut, cre], Hua Xu [ctb], Alberto Santana [ctb] |
Maintainer: | Jean-Eudes Dazard <jean-eudes.dazard at case.edu> |
License: | GPL (≥ 3) | file LICENSE |
URL: | https://github.com/jedazard/MVR |
NeedsCompilation: | yes |
Citation: | MVR citation info |
Materials: | NEWS |
CRAN checks: | MVR results |
Reference manual: | MVR.pdf |
Package source: | MVR_1.31.0.tar.gz |
Windows binaries: | r-devel: MVR_1.30.3.zip, r-release: MVR_1.30.3.zip, r-oldrel: MVR_1.30.3.zip |
OS X Mavericks binaries: | r-release: MVR_1.30.3.tgz, r-oldrel: MVR_1.30.3.tgz |
Old sources: | MVR archive |
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