CORExpress Improve regression and classification models.
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CORExpress Description

CORExpress develops improved regression and classification models for: linear regression logistic regression linear discriminant analysis survival models (Cox regression) CORExpress handles multicolinearity due to correlated predictors effectively even with high dimensional data (more variables than cases). CORExpress develops regression models using Correlated Component Regression (CCR) methods. Reliable models are obtained using a fast algorithm that incorporates M-fold cross-validation to optimize tuning parameters (amount of regularization K and # predictor variables P). Give CORExpress a try to fully assess its capabilities!

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