care: 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, <doi:10.2202/1544-6115.1730>. 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.

Version:	1.1.11
Depends:	R (≥ 3.0.2), corpcor (≥ 1.6.10)
Imports:	stats
Suggests:	crossval
Enhances:	sda
Published:	2021-11-21
DOI:	10.32614/CRAN.package.care
Author:	Verena Zuber and Korbinian Strimmer.
Maintainer:	Korbinian Strimmer <strimmerlab at gmail.com>
License:	GPL (≥ 3)
URL:	https://strimmerlab.github.io/software/care/
NeedsCompilation:	no
Materials:	NEWS
CRAN checks:	care results

Documentation:

Reference manual:

care.pdf

Downloads:

Package source:	care_1.1.11.tar.gz
Windows binaries:	r-devel: care_1.1.11.zip, r-release: care_1.1.11.zip, r-oldrel: care_1.1.11.zip
macOS binaries:	r-release (arm64): care_1.1.11.tgz, r-oldrel (arm64): care_1.1.11.tgz, r-release (x86_64): care_1.1.11.tgz, r-oldrel (x86_64): care_1.1.11.tgz
Old sources:	care archive

Reverse dependencies:

Reverse suggests:	crossval, mlr, mlr3filters, mlrCPO, relaimpo, sense
Reverse enhances:	sda

Linking:

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