PUBLICATIONS

Package ‘covTest’

Authors
Richard Lockhart,
Jon Taylor,
Ryan Tibshirani,
Maintainer Rob Tibshirani,
Maintainer Rob Tibshirani,
Publication date
2013
Publisher
Total citations
Cited by 1
Description
Compute the covariance test significance testing in adaptive linear modelling. Can be used with LARS (lasso) for linear models, elastic net, binomial and Cox survival model. This package should be considered EXPERIMENTAL. The background paper is not yet published and rigorous theory does not yet exist for the logistic and Cox models.
Publication