Compute the covariance test significance testing in adaptive linear modelling. Can be used with LARS (lasso) for linear models, elastic net, binomial and Cox survival model. This package should be considered EXPERIMENTAL. The background paper is not yet published and rigorous theory does not yet exist for the logistic and Cox models.
● Data Source:
CranContrib
● Keywords: LARS
● Alias: covTest-package, covTest-packarghe
●
0 images
This function computes covariance test for inference in adaptive linear modelling, for lasso (least angle regression) in the Gaussian case, binomial/logistic and Cox proportional hazards survival models. This package should be considered EXPERIMENTAL. The background paper is not yet published and rigorous theory does not yet exist for the logistic and Cox models. We have currently disabled the Cox option, as it is not yet reliable.
● Data Source:
CranContrib
● Keywords: adaptive fitting, lasso, least angle regression
● Alias: covTest
●
0 images
providing 
.