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DESCRIPTION
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DESCRIPTION
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Package: kernelPSI
Title: Post-Selection Inference for Nonlinear Variable Selection
Version: 1.1.1
Date: 2019-12-07
Authors@R: c(person("Lotfi", "Slim", email = "lotfi.slim@mines-paristech.fr", role = c("aut", "cre")),
person("Clément", "Chatelain", email = "clement.chatelain@sanofi.com", role = "ctb"),
person("Chloé-Agathe", "Azencott", email = "chloe-agathe.azencott@mines-paristech.fr", role ="ctb"),
person("Jean-Philippe", "Vert", email = "jpvert@google.com", role ="ctb"))
Description: Different post-selection inference strategies for kernel
selection, as described in "kernelPSI: a Post-Selection Inference Framework
for Nonlinear Variable Selection", Slim et al., Proceedings of Machine
Learning Research, 2019, <http://proceedings.mlr.press/v97/slim19a/slim19a.pdf>. The strategies rest upon quadratic kernel
association scores to measure the association between a given kernel and an
outcome of interest. The inference step tests for the joint effect of the
selected kernels on the outcome. A fast constrained sampling algorithm is
proposed to derive empirical p-values for the test statistics.
URL: http://proceedings.mlr.press/v97/slim19a.html
Depends: R (>= 3.5.0)
License: GPL (>=2)
Imports:
Rcpp (>= 1.0.1),
CompQuadForm,
pracma,
kernlab,
lmtest
Suggests:
bindata,
knitr,
rmarkdown,
MASS,
testthat
Encoding: UTF-8
LinkingTo: Rcpp, RcppArmadillo
VignetteBuilder: knitr
RoxygenNote: 7.0.2