Section: New Software and Platforms

ARMADA

A Statistical Methodology to Select Covariates in High-Dimensional Data under Dependence

Keywords: Biostatistics - Aggregated methods - High Dimensional Data - Personalized medicine - Variable selection

Functional Description: Two steps variable selection procedure in a context of high-dimensional dependent data but few observations. First step is dedicated to eliminate dependence between variables (clustering of variables, followed by factor analysis inside each cluster). Second step is a variable selection using by aggregation of adapted methods. https://hal.archives-ouvertes.fr/hal-02173568

News Of The Year: This package is a new one.

• Participants: Aurélie Muller and Anne Gégout-Petit

• Contact: Aurélie Muller

• Publication: Package 'armada' : A Statistical Methodology to Select Covariates in High-Dimensional Data under Dependence

• URL: https://cran.r-project.org/web/packages/armada/