care-package

The "care" package implements the CAR regression approach described 
in Zuber and Strimmer (2010).
CAR scores measure the correlations between the response and the 
 Mahalanobis-decorrelated predictors. The squared CAR score is a
natural measure of variable importance and provides
a canonical ordering of variables - see
<url>http://arxiv.org/abs/1007.5516</url> for details.This package provides functions for estimating CAR scores, for
variable selection using CAR scores, and for estimating corresponding
regression coefficients. Both shrinkage as well as empirical estimators 
are available.The name of the package refers to CAR 
 estimation and CAR regression.

multivariate

The "care" package implements the CAR regression approach
        described in Zuber and Strimmer (2010).  CAR scores measure the
        correlations between the response and the
        Mahalanobis-decorrelated predictors.  The squared CAR score is
        a natural measure of variable importance and provides a
        canonical ordering of variables - see
        http://arxiv.org/abs/1007.5516 for details. This package
        provides functions for estimating CAR scores, for variable
        selection using CAR scores, and for estimating corresponding
        regression coefficients. Both shrinkage as well as empirical
        estimators are available.

care-package: The care Package

Description

Arguments

encoding

References

See Also