varGuid
0.1.5Variance-Guided Regression Improving Upon OLS and ANOVA
Overview
Fits variance-guided linear regression models that provide an alternative to ordinary least squares (OLS) for general linear-model design matrices, including ANOVA-style encodings. The methods use an iteratively reweighted least squares estimator or an iteratively reweighted lasso estimator and implement the global linear mean-variance model from the associated 2026 Statistics in Medicine article doi:10.1002/sim.70632. Under the assumptions in that paper, the estimator matches the homoscedastic baseline in population predictive quasi-risk when variance is constant and improves on it when the variance depends on covariates. The grouping-based nonlinear prediction extension from Section 3 is available in the development version on GitHub.
Install
Health
- OK2026-08-0413 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- NOTE2026-08-0112 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- OK2026-06-0913 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- NOTE2026-06-0812 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- OK2026-05-308 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Documentation
- Examples that run
- 25%
- Documented parameters
- 100%
- Return-value docs
- 100%
- References docs
- 100%
Downloads
Repository
Repository practices
Checks run against github.com/luminwin/varguid on 2026-08-23.
No development-tooling practices detected in the upstream repository.
Dependencies
Nothing depends on this yet.
Code & Tests
Datasets
People & History
2 releases. Pick two to compare their code metrics. R releases are shown for context.
- 0.1.5Latest
- 0.1.42026-05-29
- RR 4.6.0 released · 2026-04-24
Package metadata
- First published
- 2026-05-29
- Total releases
- 2 / 1 yrs
- License
- GPL (>= 2) OSI
- Minimum R
- ≥ 3.5.0
- Bundled data
- 60 KB / 1 file
- Download size
- 67 KB
- Installed size
- not tracked yet
- With dependencies
- not tracked yet
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