Functions to perform split robust least angle regression. The approach first uses the least angle regression algorithm to split the variables into the models of an ensemble and robust estimates of the correlation between predictors. An elastic net estimator is then applied to the selected predictors in each model using the imputed data from the detect deviating cell (DDC) method.
| Version: | 1.0.1 |
| Imports: | cellWise, glmnet |
| Suggests: | testthat, mvnfast |
| Published: | 2023-07-17 |
| DOI: | 10.32614/CRAN.package.srlars |
| Author: | Anthony Christidis [aut, cre], Gabriela Cohen-Freue [aut] |
| Maintainer: | Anthony Christidis <anthony.christidis at stat.ubc.ca> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: | no |
| Materials: | README NEWS |
| CRAN checks: | srlars results |
| Reference manual: | srlars.pdf |
| Package source: | srlars_1.0.1.tar.gz |
| Windows binaries: | r-devel: srlars_1.0.1.zip, r-release: srlars_1.0.1.zip, r-oldrel: srlars_1.0.1.zip |
| macOS binaries: | r-release (arm64): srlars_1.0.1.tgz, r-oldrel (arm64): srlars_1.0.1.tgz, r-release (x86_64): srlars_1.0.1.tgz, r-oldrel (x86_64): srlars_1.0.1.tgz |
| Old sources: | srlars archive |
| Reverse imports: | RMSS |
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