adaHuber: Adaptive Huber Estimation and Regression

Huber-type estimation for mean, covariance and (regularized) regression. For all the methods, the robustification parameter tau is chosen by a tuning-free principle.

Package details

AuthorXiaoou Pan [aut, cre], Wen-Xin Zhou [aut]
MaintainerXiaoou Pan <xip024@ucsd.edu>
LicenseGPL-3
Version1.1
URL https://github.com/XiaoouPan/adaHuber
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("adaHuber")

Try the adaHuber package in your browser

Any scripts or data that you put into this service are public.

adaHuber documentation built on March 18, 2022, 5:41 p.m.