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DESCRIPTION
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Package: robStepSplitReg
Type: Package
Title: Robust Stepwise Split Regularized Regression
Version: 2.0.0
Date: 2025-08-01
Authors@R: c(person("Anthony", "Christidis", role=c("aut", "cre"), email = "anthony.christidis@stat.ubc.ca"),
person("Gabriela", "Cohen-Freue", role=c("aut"), email = "gcohen@stat.ubc.ca"))
Maintainer: Anthony Christidis <anthony.christidis@stat.ubc.ca>
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.
License: GPL (>= 2)
Encoding: UTF-8
Biarch: true
Imports: cellWise,
glmnet
Suggests: testthat,
mvnfast
RoxygenNote: 7.3.2
NeedsCompilation: yes