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robStepSplitReg: Robust Stepwise Split Regularized Regression
Functions to perform robust stepwise split regularized regression. The approach first uses a robust stepwise algorithm to split the variables into the models of an ensemble. An adaptive robust regularized estimator is then applied to each subset of predictors in the models of an ensemble.
Getting started
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Package details |
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| Author | Anthony Christidis [aut, cre], Gabriela Cohen-Freue [aut] |
| Maintainer | Anthony Christidis <anthony.christidis@stat.ubc.ca> |
| License | GPL (>= 2) |
| Version | 2.0.0 |
| Package repository | View on CRAN |
| Installation |
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