Variable Clustering in High-Dimensional Linear Regression: The R Package clere
نویسندگان
چکیده
منابع مشابه
Variable Clustering in High-Dimensional Linear Regression: The R Package clere
Dimension reduction is one of the biggest challenges in high-dimensional regression models. We recently introduced a new methodology based on variable clustering as a means to reduce dimensionality. We present here the R package clere that implements some refinements of this methodology. An overview of the package functionalities as well as examples to run an analysis are described. Numerical e...
متن کاملThe flare package for high dimensional linear regression and precision matrix estimation in R
This paper describes an R package named flare, which implements a family of new high dimensional regression methods (LAD Lasso, SQRT Lasso, ℓ q Lasso, and Dantzig selector) and their extensions to sparse precision matrix estimation (TIGER and CLIME). These methods exploit different nonsmooth loss functions to gain modeling exibility, estimation robustness, and tuning insensitiveness. The develo...
متن کاملHigh-Dimensional Bayesian Clustering with Variable Selection: The R Package bclust
The R package bclust is useful for clustering high-dimensional continuous data. The package uses a parametric spike-and-slab Bayesian model to downweight the effect of noise variables and to quantify the importance of each variable in agglomerative clustering. We take advantage of the existence of closed-form marginal distributions to estimate the model hyper-parameters using empirical Bayes, t...
متن کاملAn R Package flare for High Dimensional Linear Regression and Precision Matrix Estimation
This paper describes an R package named flare, which implements a family of new high dimensional regression methods (LAD Lasso, SQRT Lasso, `q Lasso, and Dantzig selector) and their extensions to sparse precision matrix estimation (TIGER and CLIME). These methods exploit different nonsmooth loss functions to gain modeling flexibility, estimation robustness, and tuning insensitiveness. The devel...
متن کاملPackage hdlm: Regression Tables for High Dimensional Linear Model Estimation
We present the R package hdlm, created to facilitate the study of high dimensional datasets. Our emphasis is on the production of regression tables and a class ‘hdlm’ for which new extensions can be easily written. We model our work on the functionality given for linear and generalized linear models from the functions lm and glm in the recommended package stats. Reasonable default options have ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: The R Journal
سال: 2016
ISSN: 2073-4859
DOI: 10.32614/rj-2016-006