smak: Scalable Model Averageing Kit
Supports frequentist model averaging on linear regression problems via the scalable method of Zhu et. al. (2022) <doi:10.1080/07350015.2022.2116442>. The scalable model averaging technique projects to singular vectors, performs one linear regression per singular vector, then combines the estimates to optimize either Mallows' criterion, or the jackknife estimate of error.
| Version: | 0.1.0 |
| Depends: | R (≥ 4.0) |
| Imports: | generics, methods, quadprog |
| Suggests: | broom, testthat, knitr |
| Published: | 2026-10-24 |
| DOI: | 10.32614/CRAN.package.smak (may not be active yet) |
| Author: | Steven E. Pav 
[aut, cre] |
| Maintainer: | Steven E. Pav <shabbychef at gmail.com> |
| BugReports: | https://github.com/shabbychef/smak/issues |
| License: | LGPL-3 |
| URL: | https://github.com/shabbychef/smak |
| NeedsCompilation: | no |
| Citation: | smak citation info |
| Materials: | README, ChangeLog |
| CRAN checks: | smak results |
Documentation:
| Reference manual: | smak.html , smak.pdf |
Downloads:
| Package source: | smak_0.1.0.tar.gz |
| Windows binaries: | r-devel: smak_0.1.0.zip, r-release: not available, r-oldrel: not available |
| macOS binaries: | r-release (arm64): smak_0.1.0.tgz, r-oldrel (arm64): smak_0.1.0.tgz, r-release (x86_64): smak_0.1.0.tgz, r-oldrel (x86_64): smak_0.1.0.tgz |
Linking:
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