Variable Selection in the Multivariate Linear Model

It provides a novel variable selection approach in the multivariate framework of the general linear model taking into account the dependence that may exist between the columns of the observations matrix. For further details we refer the reader to the paper Perrot-Dockes et al. (2017), .


Reference manual

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1.0 by Marie Perrot-Dockes, a year ago

Browse source code at

Authors: Marie Perrot-Dockes, Celine Levy-Leduc, Julien Chiquet

Documentation:   PDF Manual  

GPL-2 license

Depends on Matrix, glmnet, ggplot2

See at CRAN