spareg: Sparse Projected Averaged Regression
Laura Vana-Gür, Roman Parzer, Peter Filzmoser · 2025
A flexible framework combining variable screening and random projection techniques for fitting ensembles of predictive generalized linear models to high-dimensional data. Designed for extensibility, the package implements key techniques as S3 classes with user-friendly constructors, enabling easy integration and development of new procedures for high-dimensional applications. For more details see Parzer et al (2024a) and Parzer et al (2024b) .