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SplitReg  

Split Regularized Regression
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("SplitReg", "1.0.2")



Attach the package and use:
library("SplitReg")
Maintained by
Anthony Christidis
[Scholar Profile | Author Map]
First Published: 2019-04-26
Latest Update: 2020-02-05
Description:
Functions for computing split regularized estimators defined in Christidis, Lakshmanan, Smucler and Zamar (2019) <doi:10.48550/arXiv.1712.03561>. The approach fits linear regression models that split the set of covariates into groups. The optimal split of the variables into groups and the regularized estimation of the regression coefficients are performed by minimizingan objective function that encourages sparsity within each group and diversity among them. The estimated coefficients are then pooled together to form the final fit.
How to cite:
Anthony Christidis (2019). SplitReg: Split Regularized Regression. R package version 1.0.2, https://cran.r-project.org/web/packages/SplitReg. Accessed 29 Mar. 2025.
Previous versions and publish date:
1.0.0 (2019-04-26 11:20), 1.0.1 (2020-01-17 00:50)
Other packages that cited SplitReg R package
View SplitReg citation profile
Other R packages that SplitReg depends, imports, suggests or enhances
Complete documentation for SplitReg
Functions, R codes and Examples using the SplitReg R package
Some associated functions: coef.cv.SplitReg . cv.SplitReg . predict.cv.SplitReg . 
Some associated R codes: RcppExports.R . SplitReg_R.R . methods.R .  Full SplitReg package functions and examples
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