swMATH ID: 19441
Software Authors: Verena Zuber, Korbinian Strimmer
Description: R package care. High-Dimensional Regression and CAR Score Variable Selection. Implements the regression approach of Zuber and Strimmer (2011) ”High-dimensional regression and variable selection using CAR scores” SAGMB 10: 34, <<a href=”http://dx.doi.org/10.2202/1544-6115.1730”>doi:10.2202/1544-6115.1730</a>>. CAR scores measure the correlation between the response and the Mahalanobis-decorrelated predictors. The squared CAR score is a natural measure of variable importance and provides a canonical ordering of variables. This package provides functions for estimating CAR scores, for variable selection using CAR scores, and for estimating corresponding regression coefficients. Both shrinkage as well as empirical estimators are available.
Homepage: https://cran.r-project.org/web/packages/care/index.html
Source Code:  https://github.com/cran/care
Dependencies: R
Keywords: CRAN; R package; High-Dimensional Regression; variable selection; CAR Score; Zuber and Strimmer
Related Software: R; glmnet; relaimpo; ElemStatLearn; SmartPLS; EMVS; BayesReg; Brq; pi-MASS; EBglmnet; Monomvn; gclus; regRSM; doParallel; Rmpi; foreach; caret; UCI-ml; lemma; GWAsimulator
Cited in: 7 Publications
Further Publications: http://strimmerlab.org/software/care/

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