PSGD: Projected Subset Gradient Descent

Functions to generate ensembles of generalized linear models using a greedy projected subset gradient descent algorithm. The sparsity and diversity tuning parameters are selected by cross-validation.

Version: 1.0.3
Imports: Rcpp (≥ 1.0.7)
LinkingTo: Rcpp, RcppArmadillo
Suggests: testthat, mvnfast
Published: 2023-04-24
DOI: 10.32614/CRAN.package.PSGD
Author: Anthony Christidis [aut, cre], Stefan Van Aelst [aut], Ruben Zamar [aut]
Maintainer: Anthony Christidis <anthony.christidis at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
Materials: README NEWS
CRAN checks: PSGD results


Reference manual: PSGD.pdf


Package source: PSGD_1.0.3.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): PSGD_1.0.3.tgz, r-oldrel (arm64): PSGD_1.0.3.tgz, r-release (x86_64): PSGD_1.0.3.tgz, r-oldrel (x86_64): PSGD_1.0.3.tgz
Old sources: PSGD archive


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