robStepSplitReg (Q158701): Difference between revisions
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Property / last update: 8 May 2023 / rank | |||||||||||||||
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Property / author: Anthony Christidis / rank | |||||||||||||||
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Property / author: Gabriela Cohen-Freue / rank | |||||||||||||||
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Property / copyright license: GNU General Public License, version 2.0 / rank | |||||||||||||||
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publication date: 6 June 2023
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publication date: 26 June 2023
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publication date: 29 June 2023
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29 June 2023
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Property / last update: 29 June 2023 / rank | |||||||||||||||
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Functions to perform robust stepwise split regularized regression. The approach first uses a robust stepwise algorithm to split the variables into the models of an ensemble. An adaptive robust regularized estimator is then applied to each subset of predictors in the models of an ensemble. | |||||||||||||||
Property / description: Functions to perform robust stepwise split regularized regression. The approach first uses a robust stepwise algorithm to split the variables into the models of an ensemble. An adaptive robust regularized estimator is then applied to each subset of predictors in the models of an ensemble. / rank | |||||||||||||||
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Property / author: Anthony Christidis / rank | |||||||||||||||
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Property / author: Gabriela Cohen-Freue / 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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edition/version: expanded from: GPL (≥ 2) (English) | |||||||||||||||
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software version identifier: ≥ 1.0.9 | |||||||||||||||
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Property / MaRDI profile type: MaRDI software profile / rank | |||||||||||||||
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Latest revision as of 20:00, 12 March 2024
Robust Stepwise Split Regularized Regression
Language | Label | Description | Also known as |
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English | robStepSplitReg |
Robust Stepwise Split Regularized Regression |
Statements
29 June 2023
0 references
Functions to perform robust stepwise split regularized regression. The approach first uses a robust stepwise algorithm to split the variables into the models of an ensemble. An adaptive robust regularized estimator is then applied to each subset of predictors in the models of an ensemble.
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expanded from: GPL (≥ 2) (English)
0 references