Package: savvyPR
Type: Package
Title: Savvy Parity Regression Model Estimation with 'savvyPR'
Version: 0.1.2
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/37017/>.
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
Repository: https://ziwei-chenchen.r-universe.dev
Date/Publication: 2026-06-09 18:53:40 UTC
RemoteUrl: https://github.com/ziwei-chenchen/savvypr
RemoteRef: HEAD
RemoteSha: fe59d910c85c938449764da7f6757a9acde10476
NeedsCompilation: no
Packaged: 2026-07-09 10:20:06 UTC; root
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>