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picreg

0.1.4

Variable Selection using the Pivotal Information Criterion

0packages depend
879downloads / year
66.4%test coverage
13/13checks pass

Overview

About
Maintained by Maxime van CutsemFirst published 2026-06-033 releasesCRAN page ↗GitHub ↗

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

CRAN checks
13OK
Slowest check: 6.1 min · r-oldrel-windows-x86_64
Code health
Yes
Tests · ratio 0.25
66.4%
Coverage · measured lines
100%
Documentation · exports
8
Dependencies · direct
Check history
  • OK2026-08-05
    13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
  • NOTE2026-08-01
    12 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
  • OK2026-07-25
    13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
  • NOTE2026-07-16
    11 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
  • OK2026-06-04
    6 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

Documentation
READMEYes · 238 wordsVignettesYes · dynamicpkgdown siteNoNEWSYes · 100% structuredCode of conductNoContributing guideNo
Examples that run
90%
Documented parameters
100%
Return-value docs
100%
References docs
0%

Downloads

879
CRAN downloads in the past year
Rank #11,392 · ~2/day · ~73/mo
Daily download trend is not available in this view yet.
24530 days
87990 days
8791 year
Compare downloads with other packages →
Also on54 r2u

Repository

Repository
1Stars
0Forks
0Open issues
0Open PRs
0Releases
12Commits
1Contributors
12 commits · Last activity 2026-07-20 · 0% stars, 30d

Stars over time

2026-06-04 · 12026-07-07 · 1

Repository practices

Upstream repositoryBeta

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.

Continuous integration (1)
GitHub Actions
CRAN release process (2)
cran-comments.mdCRAN-SUBMISSION
Lint, format, editor (1)
RStudio project
How this is detected·Detection ruleset v1 (2026-07-18)

Development tooling

AI-assisted toolingBeta

Uses AI-assisted development tooling (declared in repo)

Earliest detected marker: claude on 2026-05-18

claude

Most recent: claude on 2026-05-18

Evidence
  • claude: on 2026-05-18 · evidence B, D
How this is detected·Detection ruleset v2 (updated 2026-07-29)

Dependencies

Declared dependencies
10 external dependencies (excludes base and recommended)
Depends (1)
R >= 3.6.0
Imports (8)
statsgraphicsgrDevicesparallelfuturefuture.applyMatrixRcpp
LinkingTo (2)
Enhances (0)
none
Reverse dependencies
0direct
0indirect

Nothing depends on this yet.

Code & Tests

People & History

People (2)
Maintainer (1)
Author, Maintainer
Authors (2)
Author, Maintainer
Package Timeline

3 releases. Pick two to compare their code metrics. R releases are shown for context.

  • 0.1.4Latest
    2026-07-20 · current release · diff ↗
  • 0.1.3
    2026-06-04 · diff ↗
  • 0.1.2
    2026-06-03
  • R
    R 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

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("picreg")
van Cutsem, M., & Sardy, S. (2026). picreg: Variable Selection using the Pivotal Information Criterion (Version 0.1.4) [Computer software]. https://doi.org/10.32614/CRAN.package.picreg

This is what citation() produces when a package has no citation file of its own. If it prints something else, use that.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

APA

Balamuta, J. J. (2026). R Observatory: Metrics for picreg version 0.1.4 [Data set]. HJJB, LLC. Data release v2026-08-13. https://doi.org/10.5281/zenodo.21843040

From data release v2026-08-13, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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