Package: SplitReg
Type: Package
Title: Split Regularized Regression
Version: 1.0.2
Date: 2020-02-05
Author: Anthony Christidis <anthony.christidis@stat.ubc.ca>, Ezequiel
        Smucler <ezequiels.90@gmail.com>, Ruben Zamar
        <ruben@stat.ubc.ca>
Maintainer: Anthony Christidis <anthony.christidis@stat.ubc.ca>
Description: 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.
License: GPL (>= 2)
Biarch: true
Imports: Rcpp (>= 0.12.12)
LinkingTo: Rcpp, RcppArmadillo
Suggests: testthat, glmnet, MASS
NeedsCompilation: yes
RoxygenNote: 7.0.2
Repository: https://anthonychristidis.r-universe.dev
Date/Publication: 2024-09-02 18:28:12 UTC
RemoteUrl: https://github.com/anthonychristidis/splitreg
RemoteRef: HEAD
RemoteSha: d8ac6c2ff493f92dc36e49135486ea041386f7db
Packaged: 2026-06-16 07:15:33 UTC; root