Package: SplitReg 1.0.2

SplitReg: Split Regularized Regression

Functions for computing split regularized estimators defined in Christidis, Lakshmanan, Smucler and Zamar (2019) <arxiv:1712.03561>. 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.

Authors:Anthony Christidis <[email protected]>, Ezequiel Smucler <[email protected]>, Ruben Zamar <[email protected]>

SplitReg_1.0.2.tar.gz
SplitReg_1.0.2.zip(r-4.5)SplitReg_1.0.2.zip(r-4.4)SplitReg_1.0.2.zip(r-4.3)
SplitReg_1.0.2.tgz(r-4.4-x86_64)SplitReg_1.0.2.tgz(r-4.4-arm64)SplitReg_1.0.2.tgz(r-4.3-x86_64)SplitReg_1.0.2.tgz(r-4.3-arm64)
SplitReg_1.0.2.tar.gz(r-4.5-noble)SplitReg_1.0.2.tar.gz(r-4.4-noble)
SplitReg_1.0.2.tgz(r-4.4-emscripten)SplitReg_1.0.2.tgz(r-4.3-emscripten)
SplitReg.pdf |SplitReg.html✨
SplitReg/json (API)
NEWS

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

Peer review:

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

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

On CRAN:

1 exports 1 stars 0.83 score 2 dependencies 13 scripts 135 downloads

Last updated 15 days agofrom:d8ac6c2ff4. Checks:OK: 6 NOTE: 3. Indexed: yes.

TargetResultDate
Doc / VignettesOKSep 02 2024
R-4.5-win-x86_64NOTESep 02 2024
R-4.5-linux-x86_64OKSep 02 2024
R-4.4-win-x86_64NOTESep 02 2024
R-4.4-mac-x86_64OKSep 02 2024
R-4.4-mac-aarch64OKSep 02 2024
R-4.3-win-x86_64NOTESep 02 2024
R-4.3-mac-x86_64OKSep 02 2024
R-4.3-mac-aarch64OKSep 02 2024

Exports:cv.SplitReg

Dependencies:RcppRcppArmadillo