Package: srlars 1.0.1

srlars: Split Robust Least Angle Regression

Functions to perform split robust least angle regression. The approach first uses the least angle regression algorithm to split the variables into the models of an ensemble and robust estimates of the correlation between predictors. An elastic net estimator is then applied to the selected predictors in each model using the imputed data from the detect deviating cell (DDC) method.

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

srlars_1.0.1.tar.gz
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srlars_1.0.1.tgz(r-4.5-any)srlars_1.0.1.tgz(r-4.4-any)srlars_1.0.1.tgz(r-4.3-any)
srlars_1.0.1.tar.gz(r-4.5-noble)srlars_1.0.1.tar.gz(r-4.4-noble)
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srlars.pdf |srlars.html✨
srlars/json (API)
NEWS

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

Peer review:

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

On CRAN:

3.18 score 1 stars 1 packages 2 scripts 246 downloads 1 exports 50 dependencies

Last updated 5 months agofrom:ed6c0e6191. Checks:8 OK. Indexed: yes.

TargetResultLatest binary
Doc / VignettesOKFeb 01 2025
R-4.5-winOKFeb 01 2025
R-4.5-macOKFeb 01 2025
R-4.5-linuxOKFeb 01 2025
R-4.4-winOKFeb 01 2025
R-4.4-macOKFeb 01 2025
R-4.3-winOKFeb 01 2025
R-4.3-macOKFeb 01 2025

Exports:srlars

Dependencies:cellWiseclicodetoolscolorspaceDEoptimRfansifarverforeachggplot2glmnetgluegridExtragtableisobanditeratorslabelinglatticelifecyclemagrittrMASSMatrixmatrixStatsmgcvmunsellmvtnormnlmepcaPPpillarpkgconfigplyrR6RColorBrewerRcppRcppArmadilloRcppEigenreshape2rlangrobustbaserrcovscalesshapestringistringrsurvivalsvdtibbleutf8vctrsviridisLitewithr