rpc: Ridge Partial Correlation
Computes the ridge partial correlation
coefficients in a high or ultra-high dimensional linear regression
problem. An extended Bayesian information criterion is also
implemented for variable selection. Users provide the matrix
of covariates as a usual dense matrix or a sparse matrix
stored in a compressed sparse column format. Detail of the method
is given in the manual.
Version: |
2.0.3 |
Imports: |
Rcpp (≥ 1.0.11), Matrix |
LinkingTo: |
Rcpp |
Suggests: |
MatrixExtra |
Published: |
2025-03-22 |
DOI: |
10.32614/CRAN.package.rpc |
Author: |
Somak Dutta [aut, cre, cph],
An Nguyen [aut, ctb],
Run Wang [ctb],
Vivekananda Roy [ctb] |
Maintainer: |
Somak Dutta <somakd at iastate.edu> |
License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
NeedsCompilation: |
yes |
CRAN checks: |
rpc results |
Documentation:
Downloads:
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