Package: robStepSplitReg 2.0.0

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_2.0.0.tar.gz
robStepSplitReg_2.0.0.zip(r-4.7)robStepSplitReg_2.0.0.zip(r-4.6)robStepSplitReg_2.0.0.zip(r-4.5)
robStepSplitReg_2.0.0.tgz(r-4.6-any)robStepSplitReg_2.0.0.tgz(r-4.5-any)
robStepSplitReg_2.0.0.tar.gz(r-4.7-any)robStepSplitReg_2.0.0.tar.gz(r-4.6-any)
robStepSplitReg_2.0.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
robStepSplitReg/json (API)
NEWS

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

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

On CRAN:

Conda:

3.18 score 1 stars 1 packages 2 scripts 179 downloads 1 exports 42 dependencies

Last updated from:33b3822a69. Checks:9 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-x86_64OK190
source / vignettesOK184
linux-release-x86_64OK182
macos-release-arm64OK136
macos-oldrel-arm64OK141
windows-develOK119
windows-releaseOK127
windows-oldrelOK113
wasm-releaseOK123

Exports:robStepSplitReg

Dependencies:cellWiseclicodetoolscpp11DEoptimRfarverforeachggplot2glmnetgluegridExtragtableisobanditeratorslabelinglatticelifecyclemagrittrMatrixmatrixStatsmvtnormpcaPPplyrR6RColorBrewerRcppRcppArmadilloRcppEigenreshape2rlangrobustbaserrcovS7scalesshapestringistringrsurvivalsvdvctrsviridisLitewithr