Correlation-Adjusted Regression Survival (CARS) Scores
Correlation-Adjusted Regression Survival Scores
Estimate Correlation-Adjusted Regression Survival (CARS) Scores
Variable selection with Correlation-Adjusted Regression Survival (CARS...
Estimate weighted covariance
Estimate weighted covariance
Estimate weighted variance
Estimate weighted variance
Contains functions to estimate the Correlation-Adjusted Regression Survival (CARS) Scores. The method is described in Welchowski, T. and Zuber, V. and Schmid, M., (2018), Correlation-Adjusted Regression Survival Scores for High-Dimensional Variable Selection, <arXiv:1802.08178>.