Statistics, Department of

 

The R Journal

Date of this Version

8-2016

Document Type

Article

Citation

The R Journal (August 2016) 8(1); Editor: Michael Lawrence

Comments

Copyright 2016, The R Foundation. Open access material. License: CC BY 3.0 Unported

Abstract

Dimension reduction is one of the biggest challenges in high-dimensional regression models. We recently introduced a new methodology based on variable clustering as a means to reduce dimensionality. We present here the R package clere that implements some refinements of this methodology. An overview of the package functionalities as well as examples to run an analysis are described. Numerical experiments on real data were performed to illustrate the good predictive performance of our parsimonious method compared to standard dimension reduction approaches.

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