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MVR  

Mean-Variance Regularization
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("MVR", "1.33.0")



Attach the package and use:
library("MVR")
Maintained by
Jean-Eudes Dazard
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2011-07-26
Latest Update: 2018-09-10
Description:
This is a non-parametric method for joint adaptive mean-variance regularization and variance stabilization of high-dimensional data. It is suited for handling difficult problems posed by high-dimensional multivariate datasets (p >> n paradigm). Among those are that the variance is often a function of the mean, variable-specific estimators of variances are not reliable, and tests statistics have low powers due to a lack of degrees of freedom. Key features include: (i) Normalization and/or variance stabilization of the data, (ii) Computation of mean-variance-regularized t-statistics (F-statistics to follow), (iii) Generation of diverse diagnostic plots, (iv) Computationally efficient implementation using C/C++ interfacing and an option for parallel computing to enjoy a faster and easier experience in the R environment.
How to cite:
Jean-Eudes Dazard (2011). MVR: Mean-Variance Regularization. R package version 1.33.0, https://cran.r-project.org/web/packages/MVR. Accessed 09 Mar. 2026.
Previous versions and publish date:
1.00.0 (2011-07-26 22:23), 1.10.0 (2011-12-15 11:07), 1.20.0 (2013-11-13 07:48), 1.30.1 (2015-06-19 17:44), 1.30.2 (2015-07-11 16:38), 1.30.3 (2016-01-28 20:57), 1.31.0 (2016-10-26 00:18), 1.32.0 (2017-05-29 15:17), 1.32.1 (2018-04-17 00:39)
Other packages that cited MVR R package
View MVR citation profile
Other R packages that MVR depends, imports, suggests or enhances
Complete documentation for MVR
Functions, R codes and Examples using the MVR R package
Some associated functions: MVR-package . MVR.news . Real-data . Synthetic-data . cluster.diagnostic . mvr . mvrt.test . normalization.diagnostic . stabilization.diagnostic . target.diagnostic . 
Some associated R codes: Full MVR package functions and examples
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