Efficient implementations of cross-validation techniques for linear and ridge regression models, leveraging 'C++' code with 'Rcpp', 'RcppParallel', and 'Eigen' libraries. It supports leave-one-out, generalized, and K-fold cross-validation methods, utilizing 'Eigen' matrices for high performance. Methodology references: Hastie, Tibshirani, and Friedman (2009) <doi:10.1007/978-0-387-84858-7>.
Version: | 1.0.4 |
Imports: | stats, Rcpp (≥ 1.0.13), RcppParallel (≥ 5.1.8) |
LinkingTo: | Rcpp, RcppParallel, RcppEigen |
Published: | 2024-08-01 |
DOI: | 10.32614/CRAN.package.cvLM |
Author: | Philip Nye [aut, cre] |
Maintainer: | Philip Nye <phipnye at proton.me> |
License: | MIT + file LICENSE |
NeedsCompilation: | yes |
SystemRequirements: | GNU make |
Materials: | README |
CRAN checks: | cvLM results |
Reference manual: | cvLM.pdf |
Package source: | cvLM_1.0.4.tar.gz |
Windows binaries: | r-devel: cvLM_1.0.4.zip, r-release: cvLM_1.0.4.zip, r-oldrel: cvLM_1.0.4.zip |
macOS binaries: | r-release (arm64): cvLM_1.0.4.tgz, r-oldrel (arm64): cvLM_1.0.4.tgz, r-release (x86_64): cvLM_1.0.4.tgz, r-oldrel (x86_64): cvLM_1.0.4.tgz |
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