Package: robStepSplitReg 1.1.0

Anthony Christidis

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.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://cran.r-universe.dev', 'https://cloud.r-project.org'))
Uses libs:
  • openblas– Optimized BLAS
  • c++– GNU Standard C++ Library v3

On CRAN:

Conda:

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

openblascpp

2.18 score 1 packages 252 downloads 1 exports 50 dependencies

Last updated 2 years agofrom:4fcf144edd. Checks:2 OK. Indexed: no.

TargetResultLatest binary
Doc / VignettesOKMar 02 2025
R-4.5-linux-x86_64OKMar 02 2025

Exports:robStepSplitReg

Dependencies:cellWiseclicodetoolscolorspaceDEoptimRfansifarverforeachggplot2glmnetgluegridExtragtableisobanditeratorslabelinglatticelifecyclemagrittrMASSMatrixmatrixStatsmgcvmunsellmvtnormnlmepcaPPpillarpkgconfigplyrR6RColorBrewerRcppRcppArmadilloRcppEigenreshape2rlangrobustbaserrcovscalesshapestringistringrsurvivalsvdtibbleutf8vctrsviridisLitewithr