Description
Correlation-Adjusted Regression Survival (CARS) Scores.
Description
Contains functions to estimate the Correlation-Adjusted Regression Survival (CARS) Scores. The method is described in Welchowski, T. and Zuber, V. and Schmid, M., (2018), Correlation-Adjusted Regression Survival Scores for High-Dimensional Variable Selection, <arXiv:1802.08178>.