MultiVarSel
Variable Selection in a Multivariate Linear Model
It performs variable selection in a multivariate linear model by estimating the covariance matrix of the residuals then use it to remove the dependence that may exist among the responses and eventually performs variable selection by using the Lasso criterion. The method is described in the paper Perrot-Dockès et al. (2017)
- Version1.1.3
- R versionunknown
- LicenseGPL-2
- LicenseGPL-3
- Needs compilation?No
- Last release03/21/2019
Documentation
Team
Marie Perrot-Dockès
Marie Perrot-Dockès, Céline Lévy-Leduc, Julien Chiquet
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- Depends2 packages
- Suggests1 package