Regularized Multivariate Regression for Identifying Master Predictors

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Documentation for package ‘remMap’ version 0.1-0

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remMap A function to fit REgularized Multivariate regression model using the MAP penalty (remMap).
remMap.BIC Fit remMap models for a series of tuning parameters and return the corresponding BIC scores.
remMap.CV Fit remMap models for a series of tuning parameters and return the corresponding v-fold cross-validation scores.
remMap.df A function to calculate the degrees of freedom of the remMap estimator.