spareg - Sparse Projected Averaged Regression
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) <doi:10.48550/arXiv.2312.00130> and Parzer et al
(2024b) <doi:10.48550/arXiv.2410.00971>.
