stepSplitReg: Stepwise Split Regularized Regression (original) (raw)
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.
| Version: | 1.0.5 |
|---|---|
| Imports: | Rcpp (≥ 1.0.7), SplitGLM, nnls |
| LinkingTo: | Rcpp, RcppArmadillo |
| Suggests: | testthat, mvnfast, vctrs |
| Published: | 2025-03-30 |
| DOI: | 10.32614/CRAN.package.stepSplitReg |
| 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: | stepSplitReg results |
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