srlars: Split Robust Least Angle Regression

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
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

Documentation:

Reference manual: srlars.pdf

Downloads:

Package source: srlars_1.0.1.tar.gz
Windows binaries: r-prerel: srlars_1.0.1.zip, r-release: srlars_1.0.1.zip, r-oldrel: srlars_1.0.1.zip
macOS binaries: r-prerel (arm64): srlars_1.0.1.tgz, r-release (arm64): srlars_1.0.1.tgz, r-oldrel (arm64): srlars_1.0.1.tgz, r-prerel (x86_64): srlars_1.0.1.tgz, r-release (x86_64): srlars_1.0.1.tgz
Old sources: srlars archive

Reverse dependencies:

Reverse imports: RMSS

Linking:

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