GitHub repository: CorReg/CorReg
Primary language: R
Created: 2019-01-30T22:37:26Z
Description: Linear regression based on a recursive structural equation model (explicit multiples correlations) found by a M.C.M.C.(Markov Chain Monte Carlo) algorithm. It permits to face highly correlated variables. Variable selection is included (by lasso, elastic net, etc.). It also provides some graphical tools for basic statistics.