lpc

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Lassoed Principal Components for Testing Significance of Features

Daniela M Witten

Last update: 4 January 2019

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 1.0.2.1

Source code repository: https://github.com/cran/lpc

Described by source

• Testing significance of features by lassoed principal components

Cited In (5)

• Searching for the core variables in principal components analysis
• Asymptotics for high-dimensional covariance matrices and quadratic forms with applications to the trace functional and shrinkage
• Feature selection for functional data
• A variable selection procedure for depth measures
• Seeking relevant information from a statistical model

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