srlars (Q5982117): Difference between revisions
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Split Robust Least Angle Regression | |||||||||||||||
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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. | |||||||||||||||
Property / description: 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. / rank | |||||||||||||||
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17 July 2023
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Property / last update: 17 July 2023 / rank | |||||||||||||||
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publication date: 29 June 2023
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publication date: 17 July 2023
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Property / author: Anthony Christidis / rank | |||||||||||||||
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Property / author: Gabriela Cohen-Freue / rank | |||||||||||||||
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Property / maintained by: Anthony Christidis / rank | |||||||||||||||
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Property / copyright license: GNU General Public License, version 2.0 / rank | |||||||||||||||
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Property / copyright license: GNU General Public License, version 3.0 / rank | |||||||||||||||
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Property / copyright license: GNU General Public License, version 3.0 / qualifier | |||||||||||||||
edition/version: expanded from: GPL (≥ 2) (English) | |||||||||||||||
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Property / CRAN project: srlars / rank | |||||||||||||||
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Property / MaRDI profile type: MaRDI software profile / rank | |||||||||||||||
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Latest revision as of 20:10, 12 March 2024
Split Robust Least Angle Regression
Language | Label | Description | Also known as |
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English | srlars |
Split Robust Least Angle Regression |
Statements
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.
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17 July 2023
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expanded from: GPL (≥ 2) (English)
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