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

Documentation for package ‘armada’ version 0.1.0

ARMADA	Scores of all the covariates present in X, given the vector Y of the response.
ARMADA.heatmap	Heatmap of the selected covariates.
ARMADA.select	Covariates selection via 8 selection methods
ARMADA.summary	Scores of the covariates X
clustering	To obtain the dendrogram of the covariates contained in the data.frame X, and a proposition for the number of clusters of covariates in X.
covariables	concatenation of the rownames of X and of the response vector Y.
toys.data	Toys data
toys.data.multi	Toys data in multinomial case
toys.data.reg	Toys data in regression case
X_decor	Decorrelation of a matrix X, given a response variable Y.