An R package for simultaneous discovery of multiple mediators in an x → M → y system using Coordinate-wise Mediation Filtering.

Keywords: high-dimensional data, feature selection, structural equation modeling, mediation analysis

The package is not yet available on CRAN. To install the package directly from this repository, install the devtools package, make sure you have R Build Tools (Windows) installed, and then run the following command:

devtools::install_github("vankesteren/cmfilter")

If you have only installed the toolchain for your current architecture (32-bit or 64-bit only), run options(devtools.install.args = "--no-multiarch") before installing.

To install the development version of cmfilter, run

devtools::install_github("vankesteren/cmfilter@devel")

The built-in documentation (run help(cmf)) gives information on how to use this package. More extensive documentation is under development.