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 ORCID iD [ctb], Mahdi Rahimi [ctb], Mina Norouzirad ORCID iD [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:

Reference manual: CBPE.html , CBPE.pdf

Downloads:

Package source: CBPE_0.1.0.tar.gz
Windows binaries: r-devel: CBPE_0.1.0.zip, r-release: CBPE_0.1.0.zip, r-oldrel: CBPE_0.1.0.zip
macOS binaries: r-release (arm64): CBPE_0.1.0.tgz, r-oldrel (arm64): CBPE_0.1.0.tgz, r-release (x86_64): CBPE_0.1.0.tgz, r-oldrel (x86_64): CBPE_0.1.0.tgz

Linking:

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