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cvLM

Cross-Validation for Linear and Ridge Regression Models

v2.0.0 · Feb 3, 2026 · MIT + file LICENSE

Description

Implements cross-validation methods for linear and ridge regression models. The package provides grid-based selection of the ridge penalty parameter using Singular Value Decomposition (SVD) and supports K-fold cross-validation, Leave-One-Out Cross-Validation (LOOCV), and Generalized Cross-Validation (GCV). Computations are implemented in C++ via 'RcppArmadillo' with optional parallelization using 'RcppParallel'. The methods are suitable for high-dimensional settings where the number of predictors exceeds the number of observations.

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GNU make is a SystemRequirements.
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installed package size

  installed size is  6.1Mb
  sub-directories of 1Mb or more:
    libs   5.9Mb
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for GNU extensions in Makefiles

GNU make is a SystemRequirements.
NOTE r-oldrel-macos-x86_64

installed package size

  installed size is  6.2Mb
  sub-directories of 1Mb or more:
    libs   6.1Mb
NOTE r-oldrel-windows-x86_64

for GNU extensions in Makefiles

GNU make is a SystemRequirements.
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NOTE 11 OK · 3 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026
NOTE r-oldrel-macos-arm64

installed package size

  installed size is  6.1Mb
  sub-directories of 1Mb or more:
    libs   5.9Mb
NOTE r-oldrel-macos-x86_64

installed package size

  installed size is  6.2Mb
  sub-directories of 1Mb or more:
    libs   6.1Mb
NOTE r-oldrel-windows-x86_64

for GNU extensions in Makefiles

GNU make is a SystemRequirements.

Dependency Network

Dependencies Reverse dependencies Rcpp RcppParallel cvLM

Version History

new 2.0.0 Mar 9, 2026