robustHD: Robust Methods for High-Dimensional Data

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Robust methods for high-dimensional data, in particular linear model selection techniques based on least angle regression and sparse regression.

Author
Andreas Alfons [aut, cre]
Date of publication
2016-01-08 12:41:05
Maintainer
Andreas Alfons <alfons@ese.eur.nl>
License
GPL (>= 2)
Version
0.5.1

View on CRAN

Man pages

AIC.seqModel
Information criteria for a sequence of regression models
coefPlot
Coefficient plot of a sequence of regression models
coef.seqModel
Extract coefficients from a sequence of regression models
corHuber
Robust correlation based on winsorization.
critPlot
Optimality criterion plot of a sequence of regression models
diagnosticPlot
Diagnostic plots for a sequence of regression models
fitted.seqModel
Extract fitted values from a sequence of regression models
fortify.seqModel
Convert a sequence of regression models into a data frame for...
getScale
Extract the residual scale of a robust regression model
grplars
(Robust) groupwise least angle regression
lambda0
Penalty parameter for sparse LTS regression
perry.seqModel
Resampling-based prediction error for a sequential regression...
plot.seqModel
Plot a sequence of regression models
predict.seqModel
Predict from a sequence of regression models
residuals.seqModel
Extract residuals from a sequence of regression models
rlars
Robust least angle regression
robustHD-deprecated
Deprecated functions in package 'robustHD'
robustHD-package
\Sexpr[results=rd,stage=build]{tools:::Rd_package_title("robustHD")}
sparseLTS
Sparse least trimmed squares regression
standardize
Data standardization
TopGear
Top Gear car data
tsBlocks
Construct predictor blocks for time series models
tslars
(Robust) least angle regression for time series data
tslarsP
(Robust) least angle regression for time series data with...
winsorize
Data cleaning by winsorization
wt
Extract outlier weights from sparse LTS regression models

Files in this package

robustHD
robustHD/inst
robustHD/inst/tests
robustHD/inst/tests/test-fastLasso-simple.R
robustHD/inst/tests/test-fastLasso-highdim.R
robustHD/inst/tests/test-fastLasso-multiple.R
robustHD/inst/doc
robustHD/inst/doc/examples
robustHD/inst/doc/examples/example-coefPlot.R
robustHD/inst/doc/examples/example-diagnosticPlot.R
robustHD/inst/doc/examples/example-lambda0.R
robustHD/inst/doc/examples/example-wt.R
robustHD/inst/doc/examples/example-perry.R
robustHD/inst/doc/examples/example-predict.R
robustHD/inst/doc/examples/example-fortify.R
robustHD/inst/doc/examples/example-AIC.R
robustHD/inst/doc/examples/example-plot.R
robustHD/inst/doc/examples/example-fitted.R
robustHD/inst/doc/examples/example-rlars.R
robustHD/inst/doc/examples/example-critPlot.R
robustHD/inst/doc/examples/example-sparseLTS.R
robustHD/inst/doc/examples/example-coef.R
robustHD/inst/doc/examples/example-rgrplars.R
robustHD/inst/doc/examples/example-residuals.R
robustHD/src
robustHD/src/corHuber.h
robustHD/src/Makevars
robustHD/src/fastLars.h
robustHD/src/fastGrplars.cpp
robustHD/src/fastLars.cpp
robustHD/src/initialSubsets.h
robustHD/src/initialSubsets.cpp
robustHD/src/corHuber.cpp
robustHD/src/fastSparseLTS.cpp
robustHD/src/fastSparseLTS.h
robustHD/src/utils.h
robustHD/src/utils.cpp
robustHD/src/fastRlars.cpp
robustHD/src/fastLasso.h
robustHD/src/fastLasso.cpp
robustHD/src/Makevars.win
robustHD/src/fastGrplars.h
robustHD/src/fastRlars.h
robustHD/NAMESPACE
robustHD/NEWS
robustHD/data
robustHD/data/TopGear.RData
robustHD/R
robustHD/R/rlars.R
robustHD/R/utils.R
robustHD/R/sparseLTS.R
robustHD/R/lambda0.R
robustHD/R/accessors.R
robustHD/R/AIC.R
robustHD/R/plot.R
robustHD/R/perry.R
robustHD/R/predict.R
robustHD/R/regFun.R
robustHD/R/seqModel.R
robustHD/R/grouplars.R
robustHD/R/fitted.R
robustHD/R/tslarsP.R
robustHD/R/grplars.R
robustHD/R/coef.R
robustHD/R/fortify.R
robustHD/R/weights.R
robustHD/R/standardize.R
robustHD/R/test.R
robustHD/R/tsBlocks.R
robustHD/R/print.R
robustHD/R/robustHD-deprecated.R
robustHD/R/corHuber.R
robustHD/R/initialSubsets.R
robustHD/R/tslars.R
robustHD/R/fastLasso.R
robustHD/R/winsorize.R
robustHD/R/residuals.R
robustHD/MD5
robustHD/build
robustHD/build/partial.rdb
robustHD/DESCRIPTION
robustHD/man
robustHD/man/corHuber.Rd
robustHD/man/winsorize.Rd
robustHD/man/tsBlocks.Rd
robustHD/man/fitted.seqModel.Rd
robustHD/man/getScale.Rd
robustHD/man/lambda0.Rd
robustHD/man/robustHD-deprecated.Rd
robustHD/man/wt.Rd
robustHD/man/TopGear.Rd
robustHD/man/critPlot.Rd
robustHD/man/predict.seqModel.Rd
robustHD/man/tslarsP.Rd
robustHD/man/rlars.Rd
robustHD/man/coef.seqModel.Rd
robustHD/man/perry.seqModel.Rd
robustHD/man/AIC.seqModel.Rd
robustHD/man/tslars.Rd
robustHD/man/plot.seqModel.Rd
robustHD/man/residuals.seqModel.Rd
robustHD/man/diagnosticPlot.Rd
robustHD/man/fortify.seqModel.Rd
robustHD/man/grplars.Rd
robustHD/man/coefPlot.Rd
robustHD/man/robustHD-package.Rd
robustHD/man/sparseLTS.Rd
robustHD/man/standardize.Rd