PSGD: Projected Subset Gradient Descent

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.

Version: 1.0.1
Imports: Rcpp (≥ 1.0.7)
LinkingTo: Rcpp, RcppArmadillo
Suggests: testthat, mvnfast
Published: 2022-07-01
Author: Anthony Christidis [aut, cre], Stefan Van Aelst [aut], Ruben Zamar [aut]
Maintainer: Anthony Christidis <anthony.christidis at stat.ubc.ca>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
Materials: README NEWS
CRAN checks: PSGD results

Documentation:

Reference manual: PSGD.pdf

Downloads:

Package source: PSGD_1.0.1.tar.gz
Windows binaries: r-devel: PSGD_1.0.1.zip, r-release: PSGD_1.0.1.zip, r-oldrel: PSGD_1.0.0.zip
macOS binaries: r-release (arm64): PSGD_1.0.1.tgz, r-oldrel (arm64): PSGD_1.0.1.tgz, r-release (x86_64): PSGD_1.0.1.tgz, r-oldrel (x86_64): PSGD_1.0.1.tgz
Old sources: PSGD archive

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