The hardware and bandwidth for this mirror is donated by dogado GmbH, the Webhosting and Full Service-Cloud Provider. Check out our Wordpress Tutorial.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]dogado.de.

robStepSplitReg: Robust Stepwise Split Regularized Regression

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
DOI: 10.32614/CRAN.package.robStepSplitReg
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

Documentation:

Reference manual: robStepSplitReg.pdf

Downloads:

Package source: robStepSplitReg_1.1.0.tar.gz
Windows binaries: r-devel: robStepSplitReg_1.1.0.zip, r-release: robStepSplitReg_1.1.0.zip, r-oldrel: robStepSplitReg_1.1.0.zip
macOS binaries: r-release (arm64): robStepSplitReg_1.1.0.tgz, r-oldrel (arm64): robStepSplitReg_1.1.0.tgz, r-release (x86_64): robStepSplitReg_1.1.0.tgz, r-oldrel (x86_64): robStepSplitReg_1.1.0.tgz
Old sources: robStepSplitReg archive

Reverse dependencies:

Reverse imports: RMSS

Linking:

Please use the canonical form https://CRAN.R-project.org/package=robStepSplitReg to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
Health stats visible at Monitor.