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.


News

Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.

install.packages("CPGLIB")

1.0.1 by Anthony Christidis, a month ago


Browse source code at https://github.com/cran/CPGLIB


Authors: Anthony Christidis <[email protected]> , Stefan Van Aelst <stefan.va[email protected]> , Ruben Zamar <[email protected]>


Documentation:   PDF Manual  


GPL (>= 2) license


Imports Rcpp

Suggests testthat, vctrs, glmnet, mvnfast

Linking to Rcpp, RcppArmadillo


See at CRAN