picreg
0.1.4Variable Selection using the Pivotal Information Criterion
Overview
Sparse regression and classification via the Pivotal Information Criterion (PIC), an alternative to the Bayesian Information Criterion (BIC), cross-validation, and Lasso-based tuning. The regularization parameter is selected from a pivotal null-distribution statistic, eliminating the need for cross-validation and yielding sharper support recovery. Provides Fast Iterative Shrinkage-Thresholding Algorithm (FISTA) optimization for the L1, Smoothly Clipped Absolute Deviation (SCAD), and Minimax Concave Penalty (MCP) penalties across six response distributions: Gaussian, binomial, Poisson, exponential, Gumbel, and Cox. Under standard sparsity assumptions, the selector achieves a phase transition for exact support recovery, analogous to results in compressed sensing. See Sardy, van Cutsem and van de Geer (2026) doi:10.48550/arXiv.2603.04172.
Install
Health
- OK2026-08-0513 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- NOTE2026-08-0112 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- OK2026-07-2513 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- NOTE2026-07-1611 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- OK2026-06-046 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Documentation
- Examples that run
- 90%
- Documented parameters
- 100%
- Return-value docs
- 100%
- References docs
- 0%
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4 development-tooling and community-health practices detected across 3 families in the upstream repository
Checks run against github.com/vcmaxouuu/picreg on 2026-08-09.
Development tooling
Uses AI-assisted development tooling (declared in repo)
Earliest detected marker: claude on 2026-05-18
Most recent: claude on 2026-05-18
- claude: on 2026-05-18 · evidence B, D
Dependencies
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Code & Tests
People & History
3 releases. Pick two to compare their code metrics. R releases are shown for context.
- 0.1.4Latest
- 0.1.32026-06-04 · diff ↗
- 0.1.22026-06-03
- RR 4.6.0 released · 2026-04-24
Package metadata
- First published
- 2026-06-03
- Total releases
- 3 / 1 yrs
- License
- GPL-2 OSI
- Minimum R
- ≥ 3.6.0
- Bundled data
- 232 KB / 3 files
- Download size
- not tracked yet
- Installed size
- not tracked yet
- With dependencies
- not tracked yet
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