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spareg

spareg is an R package for building ensembles of predictive generalized linear models tailored for high-dimensional data. It leverages a powerful combination of variable screening and random projection techniques to efficiently tackle large-scale modeling problems.

Features

• Efficient modeling with large predictor sets
• Modular S3 architecture for screening and projection techniques
• Competitive predictive performance with low computational cost
• Extensible framework for custom screening and projection methods

Installation

You can install the development version of spareg from GitHub:

# install.packages("devtools")
devtools::install_github("lauravana/spareg")

The CRAN version can be installed with

install.packages("spareg")

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.