eenvlp: Enhanced Response Envelope

Overview

The eenvlp R package fits an enhanced response envelope model for multivariate linear regression, as introduced in the paper:

Oh-Ran Kwon and Hui Zou (2024) Enhanced Response Envelope via Envelope Regularization, Journal of the American Statistical Association, 1-22. DOI: 10.1080/01621459.2024.2368844

Please see Overview for an explanation of the enhanced response envelope and Tutorial for an example of how to use the package.

Installation

Open an R prompt. Then, type the following commands:

library(devtools)
devtools::install_github("ohrankwon/eenvlp")
library(eenvlp)