CPGLIB: Competing Proximal Gradients Library (original) (raw)

Functions to generate ensembles of generalized linear models using competing proximal gradients. The optimal sparsity and diversity tuning parameters are selected via an alternating grid search.

Version: 1.1.2
Imports: Rcpp (≥ 1.0.3)
LinkingTo: Rcpp, RcppArmadillo
Suggests: testthat, vctrs, mvnfast
Published: 2025-03-30
DOI: 10.32614/CRAN.package.CPGLIB
Author: Anthony Christidis [aut, cre], Stefan Van Aelst [aut], Ruben Zamar [aut]
Maintainer: Anthony Christidis <anthony.christidis at stat.ubc.ca>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
Materials: README,
CRAN checks: CPGLIB results

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