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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] |
Reference manual: | PSGD.pdf |
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 |
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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.