The hardware and bandwidth for this mirror is donated by METANET, the Webhosting and Full Service-Cloud Provider.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]metanet.ch.

PSGD: Projected Subset Gradient Descent

Functions to generate ensembles of generalized linear models using a greedy projected subset gradient descent algorithm. The sparsity and diversity tuning parameters are selected by cross-validation.

Version: 1.0.3
Imports: Rcpp (≥ 1.0.7)
LinkingTo: Rcpp, RcppArmadillo
Suggests: testthat, mvnfast
Published: 2023-04-24
DOI: 10.32614/CRAN.package.PSGD
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 NEWS
CRAN checks: PSGD results [issues need fixing before 2024-11-28]

Documentation:

Reference manual: PSGD.pdf

Downloads:

Package source: PSGD_1.0.3.tar.gz
Windows binaries: r-devel: PSGD_1.0.3.zip, r-release: PSGD_1.0.3.zip, r-oldrel: PSGD_1.0.3.zip
macOS binaries: r-release (arm64): PSGD_1.0.3.tgz, r-oldrel (arm64): PSGD_1.0.3.tgz, r-release (x86_64): PSGD_1.0.3.tgz, r-oldrel (x86_64): PSGD_1.0.3.tgz
Old sources: PSGD archive

Linking:

Please use the canonical form https://CRAN.R-project.org/package=PSGD to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.