CRAN/E | SplitReg

SplitReg

Split Regularized Regression

Installation

About

Functions for computing split regularized estimators defined in Christidis, Lakshmanan, Smucler and Zamar (2019) . The approach fits linear regression models that split the set of covariates into groups. The optimal split of the variables into groups and the regularized estimation of the regression coefficients are performed by minimizing an objective function that encourages sparsity within each group and diversity among them. The estimated coefficients are then pooled together to form the final fit.

Key Metrics

Version 1.0.2
Published 2020-02-05 1394 days ago
Needs compilation? yes
License GPL-2
License GPL-3
CRAN checks SplitReg results

Downloads

Last 24 hours 0 -100%
Last 7 days 21 -52%
Last 30 days 164 +26%
Last 90 days 414 +5%
Last 365 days 1.803 -31%

Maintainer

Maintainer

Anthony Christidis

anthony.christidis@stat.ubc.ca

Authors

Anthony Christidis
Ezequiel Smucler
Ruben Zamar

Material

README
NEWS
Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

SplitReg archive

Imports

Rcpp ≥ 0.12.12

Suggests

testthat
glmnet
MASS

LinkingTo

Rcpp
RcppArmadillo