2024/11/26 by Roman Parzer, Parzer, Roman, Laura Vana-Gür +3
Computer Science · Mathematics · #Computation (stat.CO) #Data Analysis with R #FOS: Computer and information sciences #Methodology (stat.ME) #Statistical Methods and Inference
paper · pdf · doi:10.48550/arxiv.2411.17808
openalex publication_date 2024/11/26 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
Package spar for R builds ensembles of predictive generalized linear models with high-dimensional predictors. It employs an algorithm utilizing variable screening and random projection tools to efficiently handle the computational challenges associated with large sets of predictors. The package is designed with a strong focus on extensibility. Screening and random projection techniques are implemented as S3 classes with user-friendly constructor functions, enabling users to easily integrate and develop new procedures. This design enhances the package's adaptability and makes it a powerful tool for a variety of high-dimensional applications.