Package: savvyPR
Type: Package
Title: Savvy Parity Regression Model Estimation with 'savvyPR'
Version: 0.1.0
Authors@R: 
    c(person(given = "Ziwei", family = "Chen", role = c("aut", "cre"),
             email = "Ziwei.Chen.3@citystgeorges.ac.uk",
             comment = c(ORCID = "0009-0009-6376-3850")),
      person(given = "Vali", family = "Asimit", role = "aut",
             email = "asimit@citystgeorges.ac.uk",
             comment = c(ORCID = "0000-0002-7706-0066")),
      person(given = "Pietro", family = "Millossovich", role = "aut",
             email = "Pietro.Millossovich.1@citystgeorges.ac.uk",
             comment = c(ORCID = "0000-0001-8269-7507")))
Description: Implements the Savvy Parity Regression 'savvyPR' methodology
    for multivariate linear regression analysis. The package solves an
    optimization problem that balances the contribution of each predictor
    variable to ensure estimation stability in the presence of
    multicollinearity. It supports two distinct parameterization methods,
    a Budget-based approach that allocates a fixed loss contribution to
    each predictor, and a Target-based approach (t-tuning) that utilizes
    a relative elasticity weight for the response variable. The package
    provides comprehensive tools for model estimation, risk distribution
    analysis, and parameter tuning via cross-validation (PR1, PR2, and
    PR3 model types) to optimize predictive accuracy. Methods are based
    on Asimit, Chen, Ichim and Millossovich (2026)
    <https://openaccess.city.ac.uk/id/eprint/35005/>.
License: GPL (>= 3)
URL: https://ziwei-chenchen.github.io/savvyPR/
BugReports: https://github.com/ziwei-chenchen/savvyPR/issues
Encoding: UTF-8
RoxygenNote: 7.3.2
Depends: R (>= 3.6.0)
Imports: glmnet, Matrix, stats, nleqslv, ggplot2, gridExtra
Suggests: MASS, knitr, rmarkdown, testthat (>= 3.0.0), covr
VignetteBuilder: knitr
Config/testthat/edition: 3
NeedsCompilation: no
Packaged: 2026-03-12 17:25:43 UTC; lanceyun
Author: Ziwei Chen [aut, cre] (ORCID: <https://orcid.org/0009-0009-6376-3850>),
  Vali Asimit [aut] (ORCID: <https://orcid.org/0000-0002-7706-0066>),
  Pietro Millossovich [aut] (ORCID:
    <https://orcid.org/0000-0001-8269-7507>)
Maintainer: Ziwei Chen <Ziwei.Chen.3@citystgeorges.ac.uk>
Repository: CRAN
Date/Publication: 2026-03-17 19:10:08 UTC
Built: R 4.6.0; ; 2026-04-03 02:27:27 UTC; windows
