Package: stepSplitReg 1.0.3

stepSplitReg: Stepwise Split Regularized Regression

Functions to perform stepwise split regularized regression. The approach first uses a stepwise algorithm to split the variables into the models with a goodness of fit criterion, and then regularization is applied to each model. The weights of the models in the ensemble are determined based on a criterion selected by the user.

Authors:Anthony Christidis [aut, cre], Stefan Van Aelst [aut], Ruben Zamar [aut]

stepSplitReg_1.0.3.tar.gz
stepSplitReg_1.0.3.zip(r-4.5)stepSplitReg_1.0.3.zip(r-4.4)stepSplitReg_1.0.3.zip(r-4.3)
stepSplitReg_1.0.3.tgz(r-4.4-x86_64)stepSplitReg_1.0.3.tgz(r-4.4-arm64)stepSplitReg_1.0.3.tgz(r-4.3-x86_64)stepSplitReg_1.0.3.tgz(r-4.3-arm64)
stepSplitReg_1.0.3.tar.gz(r-4.5-noble)stepSplitReg_1.0.3.tar.gz(r-4.4-noble)
stepSplitReg_1.0.3.tgz(r-4.4-emscripten)stepSplitReg_1.0.3.tgz(r-4.3-emscripten)
stepSplitReg.pdf |stepSplitReg.html
stepSplitReg/json (API)
NEWS

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

Peer review:

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

Uses libs:
  • openblas– Optimized BLAS
  • c++– GNU Standard C++ Library v3
  • openmp– GCC OpenMP (GOMP) support library

On CRAN:

2.70 score 2 scripts 196 downloads 2 exports 4 dependencies

Last updated 3 months agofrom:6d1a0594ed. Checks:OK: 1 NOTE: 8. Indexed: yes.

TargetResultDate
Doc / VignettesOKNov 01 2024
R-4.5-win-x86_64NOTENov 01 2024
R-4.5-linux-x86_64NOTENov 01 2024
R-4.4-win-x86_64NOTENov 01 2024
R-4.4-mac-x86_64NOTENov 01 2024
R-4.4-mac-aarch64NOTENov 01 2024
R-4.3-win-x86_64NOTENov 01 2024
R-4.3-mac-x86_64NOTENov 01 2024
R-4.3-mac-aarch64NOTENov 01 2024

Exports:cv.stepSplitRegstepSplitReg

Dependencies:nnlsRcppRcppArmadilloSplitGLM