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:

3.18 score 1 stars 1 packages 2 scripts 189 downloads 1 exports 50 dependencies

Last updated 3 months agofrom:f84fe5b009. Checks:OK: 9. Indexed: yes.

TargetResultDate
Doc / VignettesOKNov 01 2024
R-4.5-win-x86_64OKNov 01 2024
R-4.5-linux-x86_64OKNov 01 2024
R-4.4-win-x86_64OKNov 01 2024
R-4.4-mac-x86_64OKNov 01 2024
R-4.4-mac-aarch64OKNov 01 2024
R-4.3-win-x86_64OKNov 01 2024
R-4.3-mac-x86_64OKNov 01 2024
R-4.3-mac-aarch64OKNov 01 2024

Exports:robStepSplitReg

Dependencies:cellWiseclicodetoolscolorspaceDEoptimRfansifarverforeachggplot2glmnetgluegridExtragtableisobanditeratorslabelinglatticelifecyclemagrittrMASSMatrixmatrixStatsmgcvmunsellmvtnormnlmepcaPPpillarpkgconfigplyrR6RColorBrewerRcppRcppArmadilloRcppEigenreshape2rlangrobustbaserrcovscalesshapestringistringrsurvivalsvdtibbleutf8vctrsviridisLitewithr