stepSplitReg

Authors Anthony Christidis, Stefan Van Aelst, Ruben Zamar

Last update 30 March 2025

Copyright license GNU General Public License, version 2.0, GNU General Public License, version 3.0

Software version identifier 1.0.3, PACKAGES.rds, 1.0.0, 1.0.1, 1.0.2, 1.0.4, 1.0.5

Description

Functions to perform stepwise split regularized regression. The approach first uses a stepwise algorithm to split the variables into the models with a goodness of fit criterion, and then regularization is applied to each model. The weights of the models in the ensemble are determined based on a criterion selected by the user.

This page was built for software: stepSplitReg