CBPE: Correlation-Based Penalized Estimators
CBPE R Package LogoOverview
CBPE is an R package that introduces a novel approach to penalized estimation using correlation-based penalties. It is designed for both linear and logistic regression models.
The key feature of CBPE is its use of correlation structure among predictors to guide regularization.
Features
- Correlation-based penalized linear regression
- Correlation-based penalized logistic regression
Installation
Install the package from CRAN:
install.packages("CBPE")
Or install the development version from GitHub:
# install.packages("devtools")
devtools::install_github("mnrzrad/CBPE")
Quick Start
library(CBPE)
set.seed(42)
n <- 100
p <- 4
X <- matrix(rnorm(n * p), n, p)
beta_true <- c(0.5, -1, 2, 5)
y <- X %*% beta_true + rnorm(n)
lambda <- 0.1
result <- CBPLinearE(X, y, lambda = lambda)
print(result)
Authors
- Mina Norouzirad : Lead Developer, Conceptualization
- Mohammad Arashi: Methodology
- Mahdi Rahimi : Contributor
Documentation
For detailed documentation, please refer to:
Citation
If you use PSinference in your research, please cite:
@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}
}
License
GPL (>= 2)
Contributing
Contributions are welcome! Please see our GitHub repository
