Package: RMSS
Type: Package
Title: Robust Multi-Model Subset Selection
Version: 1.1.1
Date: 2023-09-13
Authors@R: c(person("Anthony", "Christidis", role=c("aut", "cre"), email = "anthony.christidis@stat.ubc.ca"),
             person("Gabriela", "Cohen-Freue", role=c("aut"), email = "gcohen@stat.ubc.ca"))
Maintainer: Anthony Christidis <anthony.christidis@stat.ubc.ca>
Description: Efficient algorithms for generating ensembles of robust, sparse and diverse models via robust 
             multi-model subset selection (RMSS). The robust ensembles are generated by minimizing the sum of 
             the least trimmed square loss of the models in the ensembles under constraints  for the size of 
             the models and the sharing of the predictors. Tuning parameters for the robustness, sparsity and
             diversity of the robust ensemble are selected by cross-validation.
License: GPL (>= 2)
Encoding: UTF-8
Biarch: true
Imports: Rcpp (>= 1.0.9), srlars, robStepSplitReg, cellWise, robustbase
Suggests: testthat, mvnfast
LinkingTo: Rcpp, RcppArmadillo
RoxygenNote: 7.2.3
NeedsCompilation: yes
Packaged: 2023-09-13 21:06:51 UTC; antho
Author: Anthony Christidis [aut, cre],
  Gabriela Cohen-Freue [aut]
Repository: CRAN
Date/Publication: 2023-09-14 03:20:02 UTC
Built: R 4.4.0; x86_64-apple-darwin17.7.0; 2024-04-30 11:13:44 UTC; unix
