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>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.1.0 |
2026-04-09 windows/windows R-4.5 | CBPE_0.1.0.zip |
98.7 KiB |