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 |