Functions to perform robust stepwise split regularized regression. The approach first uses a robust stepwise algorithm to split the variables into the models of an ensemble. An adaptive robust regularized estimator is then applied to each subset of predictors in the models of an ensemble.
| Version: | 1.1.0 |
| Imports: | Rcpp (≥ 1.0.9), cellWise, glmnet |
| LinkingTo: | Rcpp, RcppArmadillo |
| Suggests: | testthat, mvnfast |
| Published: | 2023-06-29 |
| Author: | Anthony Christidis [aut, cre], Gabriela Cohen-Freue [aut] |
| Maintainer: | Anthony Christidis <anthony.christidis at stat.ubc.ca> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: | yes |
| Materials: | README NEWS |
| CRAN checks: | robStepSplitReg results |
| Reference manual: | robStepSplitReg.pdf |
| Package source: | robStepSplitReg_1.1.0.tar.gz |
| Windows binaries: | r-prerel: robStepSplitReg_1.1.0.zip, r-release: robStepSplitReg_1.1.0.zip, r-oldrel: robStepSplitReg_1.1.0.zip |
| macOS binaries: | r-prerel (arm64): robStepSplitReg_1.1.0.tgz, r-release (arm64): robStepSplitReg_1.1.0.tgz, r-oldrel (arm64): robStepSplitReg_1.1.0.tgz, r-prerel (x86_64): robStepSplitReg_1.1.0.tgz, r-release (x86_64): robStepSplitReg_1.1.0.tgz |
| Old sources: | robStepSplitReg archive |
| Reverse imports: | RMSS |
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