Description

Correlation-Based Penalized Estimators.

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>.

README.md

cran.r-project.org

CBPE

The R package CBPE Provides the corelation-based penalty estimators for linear and logisitic regression models.

This work is funded by national funds through the FCT - Fundação para a Ciência e a Tecnologia, I.P., under the scope of the projects UIDB/00297/2020 and UIDP/00297/2020 (Center for Mathematics and Applications)".

Installation

You can install the stable version from CRAN.

install.packages('CBPE', dependencies = TRUE)

You can install the development version from Github

# install.packages("remotes")
remotes::install_github("mnrzrad/CBPE")

To cite package `CBPE` in publications use:

Arashi, M., Rahimi, M., Norouzirad, M. (2024) CBPE: Corelation-Based Penalized Estimators. R package version 0.1.0, https://cran.r-project.org/package=CBPE.

A BibTeX entry for LaTeX users is

@Manual{CBPE, title = {CBPE: Corelation-Based Penalized Estimators}, author = {Arashi, M., Rahimi, M., Norouzirad, M.}, year = {2024}, note = {R package version 0.1.0}, url = {https://cran.r-project.org/package=CBPE} }

License

This package is free and open source software, licensed under GPL-3.

r-CBPE

CBPE

Installation

To cite package `CBPE` in publications use:

License

Version

License

Status

Source

Homepage

Platforms (75)

CBPE

Installation

To cite package CBPE in publications use:

License

Version

License

Status

Source

Homepage

Platforms75 (75)

To cite package `CBPE` in publications use:

Platforms (75)