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:
Downloads:
Reverse dependencies:
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