spareg: Sparse Projected Averaged Regression
A flexible framework combining
variable screening and random projection techniques for fitting ensembles of
predictive generalized linear models to high-dimensional data.
Designed for extensibility, the package implements
key techniques as S3 classes with user-friendly constructors,
enabling easy integration and development of new procedures for
high-dimensional applications. For more details see
Parzer et al (2024a) <doi:10.48550/arXiv.2312.00130> and
Parzer et al (2024b) <doi:10.48550/arXiv.2410.00971>.
Version: |
1.0.0 |
Depends: |
R (≥ 4.0.0) |
Imports: |
dplyr, Matrix, ROCR, Rdpack, ggplot2, rlang, glmnet, methods |
Suggests: |
testthat (≥ 3.0.0), foreach, doParallel, robustbase, cellWise, VariableScreening, ggpubr, R.matlab |
Published: |
2025-05-06 |
Author: |
Laura Vana-Gür
[aut, cre],
Roman Parzer
[aut],
Peter Filzmoser
[aut] |
Maintainer: |
Laura Vana-Gür <laura.vana.guer at tuwien.ac.at> |
BugReports: |
https://github.com/lauravana/spareg/issues |
License: |
GPL-3 |
URL: |
https://github.com/lauravana/spareg |
NeedsCompilation: |
no |
Citation: |
spareg citation info |
Materials: |
README NEWS |
CRAN checks: |
spareg results |
Documentation:
Downloads:
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