R package HCmodelSets: Regression with a Large Number of Potential Explanatory Variables. Software for performing the reduction, exploratory and model selection phases of the procedure proposed by Cox, D.R. and Battey, H.S. (2017) <doi:10.1073/pnas.1703764114> for sparse regression when the number of potential explanatory variables far exceeds the sample size. The software supports linear regression, likelihood-based fitting of generalized linear regression models and the proportional hazards model fitted by partial likelihood.
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References in zbMATH (referenced in 1 article , 1 standard article )
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- Henrique Helfer Hoeltgebaum, Heather Battey: HCmodelSets: An R package for specifying sets of well-fitting models in regression with a large number of potential explanatory variables (2019) arXiv