Linear regression based on a recursive structural equation model (explicit multiples correlations) found by a M.C.M.C.(Markov Chain Monte Carlo) algorithm. It permits to face highly correlated variables. Variable selection is included (by lasso, elastic net, etc.). It also provides some graphical tools for basic statistics. For more information about the method, read the PhD thesis of Clement Thery (2015) in the link below.
| Version: | 1.2.17 |
| Imports: | Rcpp (≥ 0.11.0), lars (≥ 1.2), elasticnet (≥ 1.1), corrplot (≥ 0.73), Matrix (≥ 1.1), rpart (≥ 4.1-5), glmnet (≥ 2.0-2), MASS (≥ 7.3-30), mvtnorm (≥ 0.9), mclust (≥ 4.2), methods |
| LinkingTo: | Rcpp, RcppEigen |
| Suggests: | clere (≥ 1.1.2), spikeslab (≥ 1.1.5), parcor (≥ 0.2), missMDA (≥ 1.7.3), tuneR, knitr, rmarkdown, Rmixmod (≥ 2.0.1) |
| Published: | 2020-02-20 |
| Author: | Clement Thery [aut, cre], Christophe Biernacki [ths], Gaetan Loridant [ths], Florian Watrin [ctb], Quentin Grimonprez [ctb], Vincent Kubicki [ctb], Samuel Blanck [ctb], Jeremie Kellner [ctb] |
| Maintainer: | Clement Thery <corregeous at correg.org> |
| License: | CeCILL |
| Copyright: | ArcelorMittal |
| URL: | http://www.correg.org, http://www.theses.fr/2015LIL10060 |
| NeedsCompilation: | yes |
| Citation: | CorReg citation info |
| Materials: | NEWS |
| CRAN checks: | CorReg results |
| Reference manual: | CorReg.pdf |
| Vignettes: |
How to take advantage of CorReg ? |
| Package source: | CorReg_1.2.17.tar.gz |
| Windows binaries: | r-devel: CorReg_1.2.17.zip, r-release: CorReg_1.2.17.zip, r-oldrel: CorReg_1.2.17.zip |
| macOS binaries: | r-release: CorReg_1.2.17.tgz, r-oldrel: CorReg_1.2.17.tgz |
| Old sources: | CorReg archive |
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