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remMap (version 0.2-0)
Regularized Multivariate Regression for Identifying Master Predictors
Description
remMap is developed for fitting multivariate response regression models under the high-dimension-low-sample-size setting
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Version
Version
0.2-0
0.1-0
Install
install.packages('remMap')
Monthly Downloads
32
Version
0.2-0
License
GPL (>= 2)
Maintainer
Pei Wang
Last Published
January 23rd, 2015
Functions in remMap (0.2-0)
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remMap.CV
Fit remMap models for a series of tuning parameters and return the corresponding v-fold cross-validation scores.
remMap.df
A function to calculate the degrees of freedom of the remMap estimator.
remMap.BIC
Fit remMap models for a series of tuning parameters and return the corresponding BIC scores.
remMap
A function to fit REgularized Multivariate regression model using the MAP penalty (remMap).