Package: SplitReg 1.0.3

Anthony Christidis

SplitReg: Split Regularized Regression

Functions for computing split regularized estimators defined in Christidis, Lakshmanan, Smucler and Zamar (2019) <doi:10.48550/arXiv.1712.03561>. The approach fits linear regression models that split the set of covariates into groups. The optimal split of the variables into groups and the regularized estimation of the regression coefficients are performed by minimizing an objective function that encourages sparsity within each group and diversity among them. The estimated coefficients are then pooled together to form the final fit.

Authors:Anthony Christidis [aut, cre], Ezequiel Smucler [aut], Ruben Zamar [aut]

SplitReg_1.0.3.tar.gz
SplitReg_1.0.3.tar.gz(r-4.5-noble)SplitReg_1.0.3.tar.gz(r-4.4-noble)
SplitReg_1.0.3.tgz(r-4.4-emscripten)SplitReg_1.0.3.tgz(r-4.3-emscripten)
SplitReg.pdf |SplitReg.html✨
SplitReg/json (API)
NEWS

# Install 'SplitReg' in R:
install.packages('SplitReg', repos = 'https://cloud.r-project.org')
Uses libs:
  • c++– GNU Standard C++ Library v3
  • openmp– GCC OpenMP (GOMP) support library

On CRAN:

Conda:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

cppopenmp

1.70 score 130 downloads 1 exports 2 dependencies

Last updated 3 days agofrom:8d0c742f13. Checks:3 OK. Indexed: no.

TargetResultLatest binary
Doc / VignettesOKMar 30 2025
R-4.5-linux-x86_64OKMar 30 2025
R-4.4-linux-x86_64OKMar 30 2025

Exports:cv.SplitReg

Dependencies:RcppRcppArmadillo

Citation

To cite package ‘SplitReg’ in publications use:

Christidis A, Smucler E, Zamar R (2025). SplitReg: Split Regularized Regression. R package version 1.0.3, https://CRAN.R-project.org/package=SplitReg.

Corresponding BibTeX entry: 

  @Manual{,
    title = {SplitReg: Split Regularized Regression},
    author = {Anthony Christidis and Ezequiel Smucler and Ruben Zamar},
    year = {2025},
    note = {R package version 1.0.3},
    url = {https://CRAN.R-project.org/package=SplitReg},
  }

Readme and manuals

SplitReg

This package provides functions for computing the split regularized regression estimators defined in Christidis, Lakshmanan, Smucler and Zamar (2019).

Installation

You can install the stable version on R CRAN.

install.packages("SplitReg", dependencies = TRUE)

You can install the development version from GitHub

library(devtools)
devtools::install_github("AnthonyChristidis/SplitReg")
Usage
# A small example
library(MASS)
library(SplitReg)
set.seed(1)
beta <- c(rep(5, 5), rep(0, 45))
Sigma <- matrix(0.5, 50, 50)
diag(Sigma) <- 1
x <- mvrnorm(50, mu = rep(0, 50), Sigma = Sigma)
y <- x %*% beta + rnorm(50)
fit <- cv.SplitReg(x, y, num_models=10) # Use 10 models
coefs <- predict(fit, type="coefficients")
License

This package is free and open source software, licensed under GPL (>= 2).