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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
Browse package contents
Package details |
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| Author | Anthony Christidis [aut, cre], Stefan Van Aelst [aut], Ruben Zamar [aut] |
| Maintainer | Anthony Christidis <anthony.christidis@stat.ubc.ca> |
| License | GPL (>= 2) |
| Version | 1.0.3 |
| Package repository | View on CRAN |
| Installation |
Install the latest version of this package by entering the following in R:
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