R-universe search: regresssion

Showing 6 of total 6 results (show query)

dakep

pense:Penalized Elastic Net S/MM-Estimator of Regression

Robust penalized (adaptive) elastic net S and M estimators for linear regression. The methods are proposed in Cohen Freue, G. V., Kepplinger, D., Salibián-Barrera, M., and Smucler, E. (2019) <https://projecteuclid.org/euclid.aoas/1574910036>. The package implements the extensions and algorithms described in Kepplinger, D. (2020) <doi:10.14288/1.0392915>.

Maintained by David Kepplinger. Last updated 8 months ago.

linear-regression pense regression robust-regresssion robust-statistics openblas cpp openmp

7.5 match 4 stars 6.06 score 48 scripts

jorischau

gslnls:GSL Multi-Start Nonlinear Least-Squares Fitting

An R interface to weighted nonlinear least-squares optimization with the GNU Scientific Library (GSL), see M. Galassi et al. (2009, ISBN:0954612078). The available trust region methods include the Levenberg-Marquardt algorithm with and without geodesic acceleration, the Steihaug-Toint conjugate gradient algorithm for large systems and several variants of Powell's dogleg algorithm. Multi-start optimization based on quasi-random samples is implemented using a modified version of the algorithm in Hickernell and Yuan (1997, OR Transactions). Robust nonlinear regression can be performed using various robust loss functions, in which case the optimization problem is solved by iterative reweighted least squares (IRLS). Bindings are provided to tune a number of parameters affecting the low-level aspects of the trust region algorithms. The interface mimics R's nls() function and returns model objects inheriting from the same class.

Maintained by Joris Chau. Last updated 2 months ago.

gnu-scientific-library gsl levenberg-marquardt multi-start nonlinear-least-squares nonlinear-regression robust-regresssion fortran glibc

7.5 match 15 stars 6.03 score 35 scripts 1 dependents

sestelo

FWDselect:Selecting Variables in Regression Models

A simple method to select the best model or best subset of variables using different types of data (binary, Gaussian or Poisson) and applying it in different contexts (parametric or non-parametric).

Maintained by Marta Sestelo. Last updated 9 years ago.

feature-engineering feature-selection machine-learning-algorithms nonparametric regresssion variable-importance variable-selection

10.0 match 2 stars 2.78 score 30 scripts

ohyoo

rrpack:Reduced-Rank Regression

Multivariate regression methodologies including classical reduced-rank regression (RRR) studied by Anderson (1951) <doi:10.1214/aoms/1177729580> and Reinsel and Velu (1998) <doi:10.1007/978-1-4757-2853-8>, reduced-rank regression via adaptive nuclear norm penalization proposed by Chen et al. (2013) <doi:10.1093/biomet/ast036> and Mukherjee et al. (2015) <doi:10.1093/biomet/asx080>, robust reduced-rank regression (R4) proposed by She and Chen (2017) <doi:10.1093/biomet/asx032>, generalized/mixed-response reduced-rank regression (mRRR) proposed by Luo et al. (2018) <doi:10.1016/j.jmva.2018.04.011>, row-sparse reduced-rank regression (SRRR) proposed by Chen and Huang (2012) <doi:10.1080/01621459.2012.734178>, reduced-rank regression with a sparse singular value decomposition (RSSVD) proposed by Chen et al. (2012) <doi:10.1111/j.1467-9868.2011.01002.x> and sparse and orthogonal factor regression (SOFAR) proposed by Uematsu et al. (2019) <doi:10.1109/TIT.2019.2909889>.

Maintained by Kun Chen. Last updated 3 years ago.

openblas cpp openmp

1.8 match 2 stars 3.00 score 83 scripts 2 dependents

sandra-barragan

isocir:Isotonic Inference for Circular Data

A bunch of functions to deal with circular data under order restrictions.

Maintained by Sandra Barragan. Last updated 2 years ago.

1.9 match 2.18 score 15 scripts

wanbitching

Ake:Associated Kernel Estimations

Continuous and discrete (count or categorical) estimation of density, probability mass function (p.m.f.) and regression functions are performed using associated kernels. The cross-validation technique and the local Bayesian procedure are also implemented for bandwidth selection.

Maintained by W. E. Wansouwé. Last updated 3 years ago.

1.8 match 1.59 score 13 scripts 1 dependents