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 can be installed from the r-universe:

# Enable repository from vankesteren
options(repos = c(
  vankesteren = "https://vankesteren.r-universe.dev",
  CRAN = "https://cloud.r-project.org"
))

# Download and install cmfilter in R
install.packages("cmfilter")

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.

van Kesteren, E. J., & Oberski, D. L. (2019). Exploratory mediation analysis with many potential mediators. Structural Equation Modeling: A Multidisciplinary Journal, 26(5), 710-723.