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ecpc: an R-package for generic co-data models for high-dimensional prediction

ecpc: an R-package for generic co-data models for high-dimensional prediction

Abstract Background High-dimensional prediction considers data with more variables than samples. Generic research goals are to find the best predictor or to select variables. Results may be improved by exploiting prior information in the form of co-data, providing complementary data not on the samples, but on the variables. We consider …