MVR
Mean-Variance Regularization
This is a non-parametric method for joint adaptive mean-variance regularization and variance stabilization of high-dimensional data. It is suited for handling difficult problems posed by high-dimensional multivariate datasets (p >> n paradigm). Among those are that the variance is often a function of the mean, variable-specific estimators of variances are not reliable, and tests statistics have low powers due to a lack of degrees of freedom. Key features include: (i) Normalization and/or variance stabilization of the data, (ii) Computation of mean-variance-regularized t-statistics (F-statistics to follow), (iii) Generation of diverse diagnostic plots, (iv) Computationally efficient implementation using C/C++ interfacing and an option for parallel computing to enjoy a faster and easier experience in the R environment.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.33.0 |
rolling linux/jammy R-4.5 | MVR_1.33.0.tar.gz |
672.5 KiB |
1.33.0 |
rolling linux/noble R-4.5 | MVR_1.33.0.tar.gz |
672.7 KiB |
1.33.0 |
rolling source/ R- | MVR_1.33.0.tar.gz |
500.9 KiB |
1.33.0 |
latest linux/jammy R-4.5 | MVR_1.33.0.tar.gz |
672.5 KiB |
1.33.0 |
latest linux/noble R-4.5 | MVR_1.33.0.tar.gz |
672.7 KiB |
1.33.0 |
latest source/ R- | MVR_1.33.0.tar.gz |
500.9 KiB |
1.33.0 |
2026-04-26 source/ R- | MVR_1.33.0.tar.gz |
500.9 KiB |
1.33.0 |
2026-04-23 source/ R- | MVR_1.33.0.tar.gz |
500.9 KiB |
1.33.0 |
2026-04-09 windows/windows R-4.5 | MVR_1.33.0.zip |
721.0 KiB |
1.33.0 |
2025-04-20 source/ R- | MVR_1.33.0.tar.gz |
500.9 KiB |