cvLM: Cross-Validation for Linear & Ridge Regression Models

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

Documentation:

Reference manual: cvLM.pdf

Downloads:

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

Linking:

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