MultiVarSel (1.1.2)

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Variable Selection in a Multivariate Linear Model.

http://cran.r-project.org/web/packages/MultiVarSel

It performs variable selection in a multivariate linear model by estimating the covariance matrix of the residuals then use it to remove the dependence that may exist among the responses and eventually performs variable selection by using the Lasso criterion. The method is described in the paper Perrot-Docks et al. (2017) .

Maintainer: Marie Perrot-Dockes
Author(s): Marie Perrot-Docks, Cline Lvy-Leduc, Julien Chiquet

License: GPL (>= 2)

Uses: glmnet, Matrix, tidyverse, R.rsp

Released 4 months ago.


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