care v1.1.9

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High-Dimensional Regression and CAR Score Variable Selection

Implements the regression approach of Zuber and Strimmer (2011) "High-dimensional regression and variable selection using CAR scores" SAGMB 10: 34. CAR scores measure the correlation between the response and the Mahalanobis-decorrelated predictors. The squared CAR score is a natural measure of variable importance and provides a canonical ordering of variables. This package provides functions for estimating CAR scores, for variable selection using CAR scores, and for estimating corresponding regression coefficients. Both shrinkage as well as empirical estimators are available.

Functions in care

Name Description
slm Shrinkage Estimation of Regression Coefficients
efron2004 Diabetes Data from Efron et al. (2004)
carscore Estimate CAR Scores and Marginal Correlations
care-package The care Package
lu2004 Brain Aging Study of Lu et al. (2004)
care-internal Internal care Functions
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Date 2015-07-08
License GPL (>= 3)
URL http://strimmerlab.org/software/care/
Packaged 2015-07-08 13:19:32 UTC; strimmer
NeedsCompilation no
Repository CRAN
Date/Publication 2015-07-08 16:28:30

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