The R package CBPE provides the correlation-based penalty estimators for linear and logistic regression models.
This work is funded by national funds through the FCT - Fundação para a Ciência e a Tecnologia, I.P., under the scope of the projects UIDB/00297/2020 and UIDP/00297/2020 (Center for Mathematics and Applications)".
You can install the stable version from CRAN.
install.packages('CBPE', dependencies = TRUE)
You can install the development version from Github
# install.packages("remotes")
remotes::install_github("mnrzrad/CBPE")
Arashi, M., Rahimi, M., Norouzirad, M. (2024) CBPE: Correlation-Based Penalized Estimators. R package version 0.1.0, https://cran.r-project.org/package=CBPE.
A BibTeX entry for LaTeX users is
@Manual{CBPE, title = {CBPE: Correlation-Based Penalized Estimators}, author = {Arashi, M. and Rahimi, M. and Norouzirad, M.}, year = {2024}, note = {R package version 0.1.0}, url = {https://cran.r-project.org/package=CBPE} }
This package is free and open source software, licensed under GPL-3.