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.
|Author||Anthony Christidis [aut, cre], Stefan Van Aelst [aut], Ruben Zamar [aut]|
|Maintainer||Anthony Christidis <email@example.com>|
|License||GPL (>= 2)|
|Package repository||View on CRAN|
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