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RMSS
View on CRAN: Click
here
Download and install RMSS package within the R console
Install from CRAN:
install.packages("RMSS")
Install from Github:
library("remotes")
install_github("cran/RMSS")
Install by package version:
library("remotes")
install_version("RMSS", "1.1.1")
Attach the package and use:
library("RMSS")
Maintained by
Anthony Christidis
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2023-06-11
Latest Update: 2023-09-14
Description:
Efficient algorithms for generating ensembles of robust, sparse and diverse models via robust
multi-model subset selection (RMSS). The robust ensembles are generated by minimizing the sum of
the least trimmed square loss of the models in the ensembles under constraints for the size of
the models and the sharing of the predictors. Tuning parameters for the robustness, sparsity and
diversity of the robust ensemble are selected by cross-validation.
How to cite:
Anthony Christidis (2023). RMSS: Robust Multi-Model Subset Selection. R package version 1.1.1, https://cran.r-project.org/web/packages/RMSS. Accessed 21 Nov. 2024.
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