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CBPE  

Correlation-Based Penalized Estimators
View on CRAN: Click here


Download and install CBPE package within the R console
Install from CRAN:
install.packages("CBPE")

Install from Github:
library("remotes")
install_github("cran/CBPE")

Install by package version:
library("remotes")
install_version("CBPE", "0.1.0")



Attach the package and use:
library("CBPE")
Maintained by
Mina Norouzirad
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2024-07-02
Latest Update: 2024-07-02
Description:
Provides correlation-based penalty estimators for both linear and logistic regression models by implementing a new regularization method that incorporates correlation structures within the data. This method encourages a grouping effect where strongly correlated predictors tend to be in or out of the model together. See Tutz and Ulbricht (2009) <doi:10.1007/s11222-008-9088-5> and Algamal and Lee (2015) <doi:10.1016/j.eswa.2015.08.016>.
How to cite:
Mina Norouzirad (2024). CBPE: Correlation-Based Penalized Estimators. R package version 0.1.0, https://cran.r-project.org/web/packages/CBPE
Previous versions and publish date:
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