DESCRIPTION

Package: SplitReg
Type: Package
Title: Split Regularized Regression
Version: 1.0.2
Date: 2020-02-05
Author: Anthony Christidis <anthony.christidis@stat.ubc.ca>,
    Ezequiel Smucler <ezequiels.90@gmail.com>,
    Ruben Zamar <ruben@stat.ubc.ca>
Maintainer: Anthony Christidis <anthony.christidis@stat.ubc.ca>
Description: Functions for computing split regularized estimators defined in Christidis, Lakshmanan, 
             Smucler and Zamar (2019) <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.
License: GPL (>= 2)
Biarch: true
Imports: Rcpp (>= 0.12.12)
LinkingTo: Rcpp, RcppArmadillo
Suggests: testthat, glmnet, MASS
NeedsCompilation: yes
RoxygenNote: 7.0.2