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-any)robStepSplitReg_2.0.0.zip(r-4.6-any)robStepSplitReg_2.0.0.zip(r-4.5-any)
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 247 downloads 1 exports 42 dependencies

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

TargetResultTimeFilesSyslog
linux-devel-x86_64OK172
source / vignettesOK193
linux-release-x86_64OK164
macos-release-arm64OK124
macos-oldrel-arm64OK98
windows-devel-x86_64OK106
windows-release-x86_64OK140
windows-oldrel-x86_64OK120
wasm-releaseOK145

Exports:robStepSplitReg

Dependencies:cellWiseclicodetoolscpp11DEoptimRfarverforeachggplot2glmnetgluegridExtragtableisobanditeratorslabelinglatticelifecyclemagrittrMatrixmatrixStatsmvtnormpcaPPplyrR6RColorBrewerRcppRcppArmadilloRcppEigenreshape2rlangrobustbaserrcovS7scalesshapestringistringrsurvivalsvdvctrsviridisLitewithr