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✨
DESCRIPTION |NEWS
card.svg |card.png
robStepSplitReg/json (API)

# 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 267 downloads 1 exports 42 dependencies

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

TargetResultTimeFilesSyslog
linux-devel-x86_64OK158
source / vignettesOK209
linux-release-x86_64OK159
macos-release-arm64OK107
macos-oldrel-arm64OK89
windows-develOK105
windows-releaseOK107
windows-oldrelOK107
wasm-releaseOK168

Exports:robStepSplitReg

Dependencies:cellWiseclicodetoolscpp11DEoptimRfarverforeachggplot2glmnetgluegridExtragtableisobanditeratorslabelinglatticelifecyclemagrittrMatrixmatrixStatsmvtnormpcaPPplyrR6RColorBrewerRcppRcppArmadilloRcppEigenreshape2rlangrobustbaserrcovS7scalesshapestringistringrsurvivalsvdvctrsviridisLitewithr