| COP {COP} | R Documentation |
This packages is for selecting variables for index models using correlation pursuit method. Correlation pursuit (COP) can be viewed as a generalization of the conventional linear stepwise regression method to semi-parametric regression models. Unlike the conventional stepwise, COP selects variables that maximize the correlation between a transformed response and a linear combination of the predictors. A sequential selection strategy is used to select variables on multiple linear combinations.
| Package: | COP |
| Type: | Package |
| Version: | 1.0 |
| Date: | 2009-09-17 |
| License: |
Wenxuan Zhong
Maintainer: Wenxuan Zhong <wenxuan@illinois.edu>
Correlation Pursuit: Stepwise Variable Selection for Index Models