Variable Selection via Tilted Correlation Screening Algorithm


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Documentation for package ‘tilting’ version 1.1.1

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tilting-package Variable Selection via Tilted Correlation Screening Algorithm
col.norm Compute the L2 norm of each column
get.thr Select a threshold for sample correlation matrix
lse.beta Compute the least squares estimate on a given index set
projection Compute the projection matrix onto a given set of variables
select.model Select the final model
thresh Hard-threshold a matrix
tilting Variable selection via Tilted Correlation Screening algorithm