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.


Reference manual

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1.0.1 by Anthony Christidis, 9 months ago

Browse source code at

Authors: Anthony Christidis <[email protected]> , Stefan Van Aelst <[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