tilting: Variable Selection via Tilted Correlation Screening Algorithm

Implements an algorithm for variable selection in high-dimensional linear regression using the "tilted correlation", a new way of measuring the contribution of each variable to the response which takes into account high correlations among the variables in a data-driven way.

Version:	1.1.1
Depends:	R (≥ 2.14.0), mvtnorm
Published:	2016-12-26
DOI:	10.32614/CRAN.package.tilting
Author:	Haeran Cho [aut, cre], Piotr Fryzlewicz [aut]
Maintainer:	Haeran Cho <haeran.cho at bristol.ac.uk>
License:	GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation:	no
CRAN checks:	tilting results

Documentation:

Reference manual:

tilting.html , tilting.pdf

Downloads:

Package source:	tilting_1.1.1.tar.gz
Windows binaries:	r-devel: tilting_1.1.1.zip, r-release: tilting_1.1.1.zip, r-oldrel: tilting_1.1.1.zip
macOS binaries:	r-release (arm64): tilting_1.1.1.tgz, r-oldrel (arm64): tilting_1.1.1.tgz, r-release (x86_64): tilting_1.1.1.tgz, r-oldrel (x86_64): tilting_1.1.1.tgz
Old sources:	tilting archive

Linking:

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