Projected Subset Gradient Descent R package PSGD version 1.0.6 Functions to generate ensembles of generalized linear models using a greedy projected subset gradient descent algorithm. The sparsity and diversity tuning parameters are selected by cross-validation. Software Imports: Rcpp (>= 1.0.7) LinkingTo: Rcpp, RcppArmadillo Suggests: testthat, mvnfast, vctrs Anthony Christidis <anthony.christidis@stat.ubc.ca> Comprehensive R Archive Network (CRAN) Anthony Christidis [aut, cre], Stefan Van Aelst [aut], Ruben Zamar [aut] GPL (>= 2) 2025-03-30 application/tgz https://CRAN.R-project.org/package=PSGD doi:10.32614/CRAN.package.PSGD