robStepSplitReg: Robust Stepwise Split Regularized Regression

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.

Version: 1.1.0
Imports: Rcpp (≥ 1.0.9), cellWise, glmnet
LinkingTo: Rcpp, RcppArmadillo
Suggests: testthat, mvnfast
Published: 2023-06-29
DOI: 10.32614/CRAN.package.robStepSplitReg
Author: Anthony Christidis [aut, cre], Gabriela Cohen-Freue [aut]
Maintainer: Anthony Christidis <anthony.christidis at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
Materials: README NEWS
CRAN checks: robStepSplitReg results


Reference manual: robStepSplitReg.pdf


Package source: robStepSplitReg_1.1.0.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): robStepSplitReg_1.1.0.tgz, r-oldrel (arm64): robStepSplitReg_1.1.0.tgz, r-release (x86_64): robStepSplitReg_1.1.0.tgz, r-oldrel (x86_64): robStepSplitReg_1.1.0.tgz
Old sources: robStepSplitReg archive

Reverse dependencies:

Reverse imports: RMSS


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