Packages by Anthony Christidis

CPGLIB — 1.1.1

Competing Proximal Gradients Library

PSGD — 1.0.3

Projected Subset Gradient Descent

RMSS — 1.1.1

Robust Multi-Model Subset Selection

RPEGLMEN — 1.1.2

Gamma and Exponential Generalized Linear Models with Elastic Net Penalty

RPEIF — 1.2.4

Computation and Plots of Influence Functions for Risk and Performance Measures

RPESE — 1.2.5

Estimates of Standard Errors for Risk and Performance Measures

SplitGLM — 1.0.5

Split Generalized Linear Models

SplitReg — 1.0.2

Split Regularized Regression

nnGarrote — 1.0.4

Non-Negative Garrote Estimation with Penalized Initial Estimators

robStepSplitReg — 1.1.0

Robust Stepwise Split Regularized Regression

simTargetCov — 1.0.1

Data Transformation or Simulation with Empirical Covariance Matrix

splitSelect — 1.0.3

Best Split Selection Modeling for Low-Dimensional Data

srlars — 1.0.1

Split Robust Least Angle Regression

stepSplitReg — 1.0.3

Stepwise Split Regularized Regression