Package: robStepSplitReg 1.1.0

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.

Authors:Anthony Christidis [aut, cre], Gabriela Cohen-Freue [aut]

robStepSplitReg_1.1.0.tar.gz
robStepSplitReg_1.1.0.zip(r-4.5)robStepSplitReg_1.1.0.zip(r-4.4)robStepSplitReg_1.1.0.zip(r-4.3)
robStepSplitReg_1.1.0.tgz(r-4.4-x86_64)robStepSplitReg_1.1.0.tgz(r-4.4-arm64)robStepSplitReg_1.1.0.tgz(r-4.3-x86_64)robStepSplitReg_1.1.0.tgz(r-4.3-arm64)
robStepSplitReg_1.1.0.tar.gz(r-4.5-noble)robStepSplitReg_1.1.0.tar.gz(r-4.4-noble)
robStepSplitReg_1.1.0.tgz(r-4.4-emscripten)robStepSplitReg_1.1.0.tgz(r-4.3-emscripten)
robStepSplitReg.pdf |robStepSplitReg.html
robStepSplitReg/json (API)
NEWS

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

Peer review:

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

Uses libs:
  • openblas– Optimized BLAS
  • c++– GNU Standard C++ Library v3

On CRAN:

1 exports 1 stars 1.10 score 50 dependencies 1 dependents 2 scripts 244 downloads

Last updated 15 days agofrom:f84fe5b009. Checks:OK: 9. Indexed: yes.

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

Exports:robStepSplitReg

Dependencies:cellWiseclicodetoolscolorspaceDEoptimRfansifarverforeachggplot2glmnetgluegridExtragtableisobanditeratorslabelinglatticelifecyclemagrittrMASSMatrixmatrixStatsmgcvmunsellmvtnormnlmepcaPPpillarpkgconfigplyrR6RColorBrewerRcppRcppArmadilloRcppEigenreshape2rlangrobustbaserrcovscalesshapestringistringrsurvivalsvdtibbleutf8vctrsviridisLitewithr