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clere: Simultaneous Variables Clustering and Regression

Implements an empirical Bayes approach for simultaneous variable clustering and regression. This version also (re)implements in C++ an R script proposed by Howard Bondell that fits the Pairwise Absolute Clustering and Sparsity (PACS) methodology (see Sharma et al (2013) <doi:10.1080/15533174.2012.707849>).

clere.pdf