CBPE: Correlation-Based Penalized Estimators
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>.
| Version: |
0.1.0 |
| Depends: |
R (≥ 3.5) |
| Imports: |
stats |
| Published: |
2024-07-02 |
| DOI: |
10.32614/CRAN.package.CBPE |
| Author: |
Mohammad Arashi 
[ctb],
Mahdi Rahimi [ctb],
Mina Norouzirad
[aut, cre, cph],
FCT, I.P. [fnd] (under the scope of the projects UIDB/00297/2020 and
UIDP/00297/2020 (NovaMath)) |
| Maintainer: |
Mina Norouzirad <mina.norouzirad at gmail.com> |
| License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: |
https://github.com/mnrzrad/CBPE |
| NeedsCompilation: |
no |
| Materials: |
README, NEWS |
| CRAN checks: |
CBPE results |
Documentation:
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