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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.
| Version: | 1.33.0 |
| Depends: | R (≥ 3.0.2), statmod |
| Imports: | parallel, methods |
| Published: | 2018-09-10 |
| DOI: | 10.32614/CRAN.package.MVR |
| Author: | Jean-Eudes Dazard [aut, cre], Hua Xu [ctb], Alberto Santana [ctb] |
| Maintainer: | Jean-Eudes Dazard <jean-eudes.dazard at case.edu> |
| License: | GPL (≥ 3) | file LICENSE |
| URL: | https://github.com/jedazard/MVR |
| NeedsCompilation: | yes |
| Citation: | MVR citation info |
| Materials: | README NEWS |
| CRAN checks: | MVR results |
| Reference manual: | MVR.pdf |
| Package source: | MVR_1.33.0.tar.gz |
| Windows binaries: | r-devel: MVR_1.33.0.zip, r-release: MVR_1.33.0.zip, r-oldrel: MVR_1.33.0.zip |
| macOS binaries: | r-release (arm64): MVR_1.33.0.tgz, r-oldrel (arm64): MVR_1.33.0.tgz, r-release (x86_64): MVR_1.33.0.tgz, r-oldrel (x86_64): MVR_1.33.0.tgz |
| Old sources: | MVR archive |
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These binaries (installable software) and packages are in development.
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