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.
翻译:spar包为R语言构建了具有高维预测变量的预测广义线性模型集成。该包采用一种结合变量筛选与随机投影工具的算法,以高效处理大规模预测变量集带来的计算挑战。该软件包在设计上高度注重可扩展性:筛选与随机投影技术均以S3类形式实现,并配备用户友好的构造函数,使得使用者能够便捷地集成与开发新流程。这一设计显著增强了软件包的适应性,使其成为处理各类高维应用场景的强大工具。