CPGLIB: Competing Proximal Gradients Library

Functions to generate ensembles of generalized linear models using competing proximal gradients. The optimal sparsity and diversity tuning parameters are selected via an alternating grid search.

Version: 1.0.1
Imports: Rcpp (≥ 1.0.3)
LinkingTo: Rcpp, RcppArmadillo
Suggests: testthat, vctrs, glmnet, mvnfast
Published: 2021-05-11
Author: Anthony Christidis, Stefan Van Aelst, Ruben Zamar
Maintainer: Anthony Christidis <anthony.christidis at stat.ubc.ca>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
Materials: README NEWS
CRAN checks: CPGLIB results

Documentation:

Reference manual: CPGLIB.pdf

Downloads:

Package source: CPGLIB_1.0.1.tar.gz
Windows binaries: r-devel: CPGLIB_1.0.1.zip, r-devel-UCRT: CPGLIB_1.0.1.zip, r-release: CPGLIB_1.0.1.zip, r-oldrel: CPGLIB_1.0.1.zip
macOS binaries: r-release (arm64): CPGLIB_1.0.1.tgz, r-release (x86_64): CPGLIB_1.0.1.tgz, r-oldrel: CPGLIB_1.0.1.tgz
Old sources: CPGLIB archive

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