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_1.0.1.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

Linking:

Please use the canonical form https://CRAN.R-project.org/package=PSGD to link to this page.