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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.

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r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 OK
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r-oldrel-windows-x86_64 OK
r-patched-linux-x86_64 OK
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Check History

OK 13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE May 10, 2026
WARNING 12 OK · 0 NOTE · 1 WARNING · 0 ERROR · 0 FAILURE May 9, 2026
WARNING r-devel-linux-x86_64-debian-gcc

PDF version of manual

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OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Apr 22, 2026
ERROR 13 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE Apr 18, 2026
ERROR r-devel-windows-x86_64

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OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026

Dependency Network

Dependencies Reverse dependencies Rcpp SplitReg

Version History

new 1.0.3 Mar 10, 2026
updated 1.0.3 ← 1.0.2 diff Mar 29, 2025
updated 1.0.2 ← 1.0.1 diff Feb 4, 2020
updated 1.0.1 ← 1.0.0 diff Jan 16, 2020
new 1.0.0 Apr 25, 2019