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CorReg (version 0.14.3)

Linear regression based on linear structure between covariates

Description

Sequential linear regression based on a recursive structural equation model (explicit correlations). It permits to face highly correlated datasets.

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Version

Install

install.packages('CorReg')

Monthly Downloads

156

Version

0.14.3

License

CeCILL

Maintainer

Clement THERY

Last Published

March 13th, 2014

Functions in CorReg (0.14.3)

correg

Estimates the response variable using a structure

cleanZR2

To clean Z based on R2

density_estimation

BIC of estimated marginal gaussian mixture densities

recursive_tree

decision tree in a recursive way

hatB

Estimates B matrix

BicZ

Compute the BIC of a given structure

readZ

read the structure and explain it

Y_generator

Response variable generator with a linear model

readY

a summary-like function

ProbaZ

Probability of Z without knowing the dataset. It also gives the exact number of binary nilpotent matrices of size p.

CVMSE

Cross validation

cleanZ

clean Z (if BIC improved)

WhoIs

Give the partition implied by a structure

cleanYtest

Selection method based on p-values (coefficients)

compare_sign

compare signs of the coefficients in two vectors

MSE_loc

simple MSE function

R2Z

Estimates R2 of each subression

Winitial

initialization based on a wheight matrix (correlation or other)

searchZ

MCMC algo to find a structure between the covariates

confint_coef

plot and give confidence intervals on the coefficients estimated in a model or for proportions

CorReg-package

Algorithms for regression with correlated covariates

compare_zero

compare 0 values in two vectors

compare_struct

To compare structures (Z)

showdata

show the missing values of a dataset

cleancolZ

clean Z columns (if BIC improved)

MSEZ

Computes the MSE on the joint distribution of the dataset

BicZcurve

Curve of the BIC for each possible p2 with a fixed Z and truncature of Z

OLS

Ordinary Least Square efficiently computed with SEM for missing values

searchZ_sparse

Sparse structure research

mixture_generator

Gaussiam mixture dataset generator with regression between the covariates