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), .


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install.packages("MultiVarSel")

1.0 by Marie Perrot-Dockes, 6 months ago


Browse source code at https://github.com/cran/MultiVarSel


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


Documentation:   PDF Manual  


GPL-2 license


Depends on Matrix, glmnet, ggplot2


See at CRAN