LqG: Robust Group Variable Screening Based on Maximum Lq-Likelihood Estimation

Produces a group screening procedure that is based on maximum Lq-likelihood estimation, to simultaneously account for the group structure and data contamination in variable screening. The methods are described in Li, Y., Li, R., Qin, Y., Lin, C., & Yang, Y. (2021) Robust Group Variable Screening Based on Maximum Lq-likelihood Estimation. Statistics in Medicine, 40:6818-6834.<doi:10.1002/sim.9212>.

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Package details

AuthorMingcong Wu, Yang Li, Rong Li
MaintainerRong Li <rong_li@ruc.edu.cn>
Package repositoryView on CRAN
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LqG documentation built on April 27, 2022, 9:06 a.m.