Package: RMSS
Type: Package
Title: Robust Multi-Model Subset Selection
Version: 1.2.4
Date: 2026-03-01
Authors@R: c(person("Anthony", "Christidis", role=c("aut", "cre"), email = "anthony.christidis@stat.ubc.ca"),
             person("Gabriela", "Cohen-Freue", role=c("aut"), email = "gcohen@stat.ubc.ca"))
Maintainer: Anthony Christidis <anthony.christidis@stat.ubc.ca>
Description: Efficient algorithms for generating ensembles of robust,
        sparse and diverse models via robust multi-model subset
        selection (RMSS). The robust ensembles are generated by
        minimizing the sum of the least trimmed square loss of the
        models in the ensembles under constraints for the size of the
        models and the sharing of the predictors. Tuning parameters for
        the robustness, sparsity and diversity of the robust ensemble
        are selected by cross-validation.
License: GPL (>= 2)
Encoding: UTF-8
Biarch: true
Imports: Rcpp (>= 1.0.9), srlars (>= 2.0.0), robStepSplitReg, cellWise,
        robustbase
Suggests: testthat, mvnfast
LinkingTo: Rcpp, RcppArmadillo
RoxygenNote: 7.3.3
NeedsCompilation: yes
Config/pak/sysreqs: libicu-dev
Repository: https://anthonychristidis.r-universe.dev
Date/Publication: 2026-03-02 20:55:32 UTC
RemoteUrl: https://github.com/anthonychristidis/rmss
RemoteRef: HEAD
RemoteSha: 58d85ec0d6989789291efe05fab7262a2c985b32
Packaged: 2026-06-15 11:57:05 UTC; root
Author: Anthony Christidis [aut, cre],
  Gabriela Cohen-Freue [aut]