Skip to content

SplitReg

Split Regularized Regression

v1.0.3 · Mar 30, 2025 · GPL (>= 2)

Description

Functions for computing split regularized estimators defined in Christidis, Lakshmanan, Smucler and Zamar (2019) <doi:10.48550/arXiv.1712.03561>. The approach fits linear regression models that split the set of covariates into groups. The optimal split of the variables into groups and the regularized estimation of the regression coefficients are performed by minimizing an objective function that encourages sparsity within each group and diversity among them. The estimated coefficients are then pooled together to form the final fit.

Downloads

197

Last 30 days

16940th

197

Last 90 days

197

Last year

CRAN Check Status

14 OK
Show all 14 flavors
Flavor Status
r-devel-linux-x86_64-debian-clang OK
r-devel-linux-x86_64-debian-gcc OK
r-devel-linux-x86_64-fedora-clang OK
r-devel-linux-x86_64-fedora-gcc OK
r-devel-macos-arm64 OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 OK
r-oldrel-macos-x86_64 OK
r-oldrel-windows-x86_64 OK
r-patched-linux-x86_64 OK
r-release-linux-x86_64 OK
r-release-macos-arm64 OK
r-release-macos-x86_64 OK
r-release-windows-x86_64 OK
Check details (14 non-OK)
OK r-devel-linux-x86_64-debian-clang

*


            
OK r-devel-linux-x86_64-debian-gcc

*


            
OK r-devel-linux-x86_64-fedora-clang

*


            
OK r-devel-linux-x86_64-fedora-gcc

*


            
OK r-devel-macos-arm64

*


            
OK r-devel-windows-x86_64

*


            
OK r-oldrel-macos-arm64

*


            
OK r-oldrel-macos-x86_64

*


            
OK r-oldrel-windows-x86_64

*


            
OK r-patched-linux-x86_64

*


            
OK r-release-linux-x86_64

*


            
OK r-release-macos-arm64

*


            
OK r-release-macos-x86_64

*


            
OK r-release-windows-x86_64

*


            

Check History

OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026

Dependency Network

Dependencies Reverse dependencies Rcpp SplitReg

Version History

new 1.0.3 Mar 9, 2026