CRAN
armada 0.1.0
A Statistical Methodology to Select Covariates in High-Dimensional Data under Dependence
Released Apr 4, 2019 by Aurelie Gueudin
Dependencies
glmnet 2.0-16 VSURF 1.0.4 mvtnorm 1.0-10 ClustOfVar 1.1 anapuce 2.3 circlize 0.4.6 FAMT 2.5 doParallel 1.0.14
Two steps variable selection procedure in a context of high-dimensional dependent data but few observations. First step is dedicated to eliminate dependence between variables (clustering of variables, followed by factor analysis inside each cluster). Second step is a variable selection using by aggregation of adapted methods. Bastien B., Chakir H., Gegout-Petit A., Muller-Gueudin A., Shi Y. A statistical methodology to select covariates in high-dimensional data under dependence. Application to the classification of genetic profiles associated with outcome of a non-small-cell lung cancer treatment. 2018.