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varGuid

Variance-Guided Regression for Heteroscedastic Linear Models

Fits variance-guided linear regression models for heteroscedastic data using an iteratively reweighted least squares estimator or an iteratively reweighted lasso estimator. This CRAN release focuses on the global linear mean-variance model in Section 2 of the accompanying preprint <doi:10.36227/techrxiv.177004877.75352102/v1>. The grouping-based nonlinear prediction extension from Section 3 is available in the development version on GitHub.

Versions across snapshots

VersionRepositoryFileSize
0.1.4 rolling linux/jammy R-4.5 varGuid_0.1.4.tar.gz 86.5 KiB
0.1.4 rolling linux/noble R-4.5 varGuid_0.1.4.tar.gz 86.5 KiB
0.1.4 rolling source/ R- varGuid_0.1.4.tar.gz 66.3 KiB
0.1.4 latest linux/jammy R-4.5 varGuid_0.1.4.tar.gz 86.5 KiB
0.1.4 latest linux/noble R-4.5 varGuid_0.1.4.tar.gz 86.5 KiB
0.1.4 latest source/ R- varGuid_0.1.4.tar.gz 66.3 KiB
0.1.4 2026-04-23 source/ R- varGuid_0.1.4.tar.gz 0 B

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Imports