stepSplitReg: Stepwise Split Regularized Regression

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.

Getting started

Package details

AuthorAnthony Christidis [aut, cre], Stefan Van Aelst [aut], Ruben Zamar [aut]
MaintainerAnthony Christidis <>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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stepSplitReg documentation built on June 27, 2022, 9:06 a.m.