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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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Property / last update
 
17 July 2023
Timestamp+2023-07-17T00:00:00Z
Timezone+00:00
CalendarGregorian
Precision1 day
Before0
After0
Property / last update: 17 July 2023 / rank
 
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1.0.0
Property / software version identifier: 1.0.0 / rank
 
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publication date: 29 June 2023
Timestamp+2023-06-29T00:00:00Z
Timezone+00:00
CalendarGregorian
Precision1 day
Before0
After0
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1.0.1
Property / software version identifier: 1.0.1 / rank
 
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Property / software version identifier: 1.0.1 / qualifier
 
publication date: 17 July 2023
Timestamp+2023-07-17T00:00:00Z
Timezone+00:00
CalendarGregorian
Precision1 day
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Property / author
 
Property / author: Anthony Christidis / rank
 
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Property / author: Gabriela Cohen-Freue / rank
 
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Property / maintained by
 
Property / maintained by: Anthony Christidis / rank
 
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Property / copyright license
 
Property / copyright license: GNU General Public License, version 2.0 / rank
 
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Property / copyright license
 
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 / imports: cellWise / rank
 
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Property / imports: glmnet / rank
 
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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
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srlars
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.
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    17 July 2023
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    1.0.0
    29 June 2023
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    1.0.1
    17 July 2023
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