Package: PSGD 1.0.4

PSGD: Projected Subset Gradient Descent

Functions to generate ensembles of generalized linear models using a greedy projected subset gradient descent algorithm. The sparsity and diversity tuning parameters are selected by cross-validation.

Authors:Anthony Christidis [aut, cre], Stefan Van Aelst [aut], Ruben Zamar [aut]

PSGD_1.0.4.tar.gz
PSGD_1.0.4.zip(r-4.5)PSGD_1.0.4.zip(r-4.4)PSGD_1.0.4.zip(r-4.3)
PSGD_1.0.4.tgz(r-4.4-x86_64)PSGD_1.0.4.tgz(r-4.4-arm64)PSGD_1.0.4.tgz(r-4.3-x86_64)PSGD_1.0.4.tgz(r-4.3-arm64)
PSGD_1.0.4.tar.gz(r-4.5-noble)PSGD_1.0.4.tar.gz(r-4.4-noble)
PSGD_1.0.4.tgz(r-4.4-emscripten)PSGD_1.0.4.tgz(r-4.3-emscripten)
PSGD.pdf |PSGD.html✨
PSGD/json (API)
NEWS

# Install 'PSGD' in R:
install.packages('PSGD', repos = c('https://anthonychristidis.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/anthonychristidis/psgd/issues

Uses libs:
  • openblas– Optimized BLAS
  • c++– GNU Standard C++ Library v3
  • openmp– GCC OpenMP (GOMP) support library

On CRAN:

openblascppopenmp

3.00 score 2 scripts 323 downloads 2 exports 2 dependencies

Last updated 1 months agofrom:847a8c4dc7. Checks:9 OK. Indexed: yes.

TargetResultLatest binary
Doc / VignettesOKJan 19 2025
R-4.5-win-x86_64OKJan 19 2025
R-4.5-linux-x86_64OKJan 19 2025
R-4.4-win-x86_64OKJan 19 2025
R-4.4-mac-x86_64OKJan 19 2025
R-4.4-mac-aarch64OKJan 19 2025
R-4.3-win-x86_64OKJan 19 2025
R-4.3-mac-x86_64OKJan 19 2025
R-4.3-mac-aarch64OKJan 19 2025

Exports:cv.PSGDPSGD

Dependencies:RcppRcppArmadillo