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PSGD  

Projected Subset Gradient Descent
View on CRAN: Click here


Download and install PSGD package within the R console
Install from CRAN:
install.packages("PSGD")

Install from Github:
library("remotes")
install_github("cran/PSGD")

Install by package version:
library("remotes")
install_version("PSGD", "1.0.6")



Attach the package and use:
library("PSGD")
Maintained by
Anthony Christidis
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2022-03-09
Latest Update: 2025-03-30
Description:
Functions to generate ensembles of generalized linear models using a greedy projected subset gradient descent algorithm. The sparsity and diversity tuning parameters are selected by cross-validation.
How to cite:
Anthony Christidis (2022). PSGD: Projected Subset Gradient Descent. R package version 1.0.6, https://cran.r-project.org/web/packages/PSGD. Accessed 06 Mar. 2026.
Previous versions and publish date:
1.0.0 (2022-03-09 22:40), 1.0.1 (2022-07-01 09:10), 1.0.2 (2022-11-22 10:10), 1.0.3 (2023-04-25 01:10), 1.0.4 (2024-12-18 16:20)
Other packages that cited PSGD R package
View PSGD citation profile
Other R packages that PSGD depends, imports, suggests or enhances
Complete documentation for PSGD
Functions, R codes and Examples using the PSGD R package
Some associated functions: PSGD . coef.PSGD . coef.cv.PSGD . cv.PSGD . predict.PSGD . predict.cv.PSGD . 
Some associated R codes: CV_PSGD.R . Coefficients.R . Data_Check.R . PSGD.R . Predictions.R . RcppExports.R .  Full PSGD package functions and examples
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