CRAN/E | stepSplitReg

stepSplitReg

Stepwise Split Regularized Regression

Installation

About

Functions to perform stepwise split regularized regression. The approach first uses a stepwise algorithm to split the variables into the models with a goodness of fit criterion, and then regularization is applied to each model. The weights of the models in the ensemble are determined based on a criterion selected by the user.

Key Metrics

Version 1.0.3
Published 2022-11-22 493 days ago
Needs compilation? yes
License GPL-2
License GPL-3
CRAN checks stepSplitReg results

Downloads

Yesterday 11 0%
Last 7 days 44 -24%
Last 30 days 204 -9%
Last 90 days 816 +30%
Last 365 days 2.818 +9%

Maintainer

Maintainer

Anthony Christidis

anthony.christidis@stat.ubc.ca

Authors

Anthony Christidis

aut / cre

Stefan Van Aelst

aut

Ruben Zamar

aut

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

stepSplitReg archive

Imports

Rcpp ≥ 1.0.7
SplitGLM
nnls

Suggests

testthat
mvnfast

LinkingTo

Rcpp
RcppArmadillo