Section: New Software and Platforms

CorReg

Functional Description

The main idea of the CorReg package is to consider some form of sub-regression models, some variables defining others. We can then remove temporarily some of the variables to overcome ill-conditioned matrices inherent in linear regression and then reinject the deleted information, based on the structure that links the variables. The final model therefore takes into account all the variables but without suffering from the consequences of correlations between variables or high dimension.

• Participants: Clément Thery and Christophe Biernacki

• Contact: Clément Thery

• URL: https://cran.r-project.org/web/packages/CorReg/index.html