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 <anthony.christidis@stat.ubc.ca>
LicenseGPL (>= 2)
Version1.0.2
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("stepSplitReg")

Try the stepSplitReg package in your browser

Any scripts or data that you put into this service are public.

stepSplitReg documentation built on June 27, 2022, 9:06 a.m.