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Ing and Lai (2011) <doi:10.5705/ss.2010.081> proposed a high-dimensional model selection procedure that comprises three steps: orthogonal greedy algorithm (OGA), high-dimensional information criterion (HDIC), and Trim. The first two steps, OGA and HDIC, are used to sequentially select input variables and determine stopping rules, respectively. The third step, Trim, is used to delete irrelevant variables remaining in the second step. This package aims at fitting a high-dimensional linear regression model via OGA+HDIC+Trim.
| Version: | 1.0.0 |
| Imports: | stats |
| Published: | 2017-09-06 |
| Author: | Hai-Tang Chiou, Ching-Kang Ing, Tze Leung Lai |
| Maintainer: | Hai-Tang Chiou <htchiou1 at gmail.com> |
| License: | GPL-2 |
| URL: | http://mx.nthu.edu.tw/~cking/pdf/IngLai2011.pdf |
| NeedsCompilation: | no |
| CRAN checks: | Ohit results |
| Reference manual: | Ohit.pdf |
| Package source: | Ohit_1.0.0.tar.gz |
| Windows binaries: | r-devel: Ohit_1.0.0.zip, r-release: Ohit_1.0.0.zip, r-oldrel: Ohit_1.0.0.zip |
| macOS binaries: | r-release (arm64): Ohit_1.0.0.tgz, r-oldrel (arm64): Ohit_1.0.0.tgz, r-release (x86_64): Ohit_1.0.0.tgz, r-oldrel (x86_64): Ohit_1.0.0.tgz |
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These binaries (installable software) and packages are in development.
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