robustHD: Robust Methods for High-Dimensional Data

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

AuthorAndreas Alfons [aut, cre]
Date of publication2016-01-08 12:41:05
MaintainerAndreas Alfons <alfons@ese.eur.nl>
LicenseGPL (>= 2)
Version0.5.1

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: Robust Methods for High-Dimensional Data

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

Functions

AIC.seqModel Man page
AIC.sparseLTS Man page
BIC.seqModel Man page
BIC.sparseLTS Man page
coef.grplars Man page
coefPlot Man page
coefPlot.grplars Man page
coefPlot.rlars Man page
coefPlot.seqModel Man page
coefPlot.sparseLTS Man page
coefPlot.tslars Man page
coefPlot.tslarsP Man page
coef.rlars Man page
coef.seqModel Man page
coef.sparseLTS Man page
coef.tslars Man page
coef.tslarsP Man page
corHuber Man page
critPlot Man page
critPlot.grplars Man page
critPlot.perrySeqModel Man page
critPlot.perrySparseLTS Man page
critPlot.rlars Man page
critPlot.seqModel Man page
critPlot.sparseLTS Man page
critPlot.tslars Man page
critPlot.tslarsP Man page
diagnosticPlot Man page
diagnosticPlot.default Man page
diagnosticPlot.grplars Man page
diagnosticPlot.perrySeqModel Man page
diagnosticPlot.perrySparseLTS Man page
diagnosticPlot.rlars Man page
diagnosticPlot.seqModel Man page
diagnosticPlot.sparseLTS Man page
diagnosticPlot.tslars Man page
diagnosticPlot.tslarsP Man page
fitted.grplars Man page
fitted.rlars Man page
fitted.seqModel Man page
fitted.sparseLTS Man page
fitted.tslars Man page
fitted.tslarsP Man page
fortify.rlars Man page
fortify.seqModel Man page
fortify.sparseLTS Man page
getScale Man page
getScale.seqModel Man page
getScale.sparseLTS Man page
grplars Man page
grplars.data.frame Man page
grplars.default Man page
grplars.formula Man page
lambda0 Man page
perry.rlars Man page
perry.seqModel Man page
perry.sparseLTS Man page
plot.grplars Man page
plot.perrySeqModel Man page
plot.perrySparseLTS Man page
plot.rlars Man page
plot.seqModel Man page
plot.sparseLTS Man page
plot.tslars Man page
plot.tslarsP Man page
predict.grplars Man page
predict.rlars Man page
predict.seqModel Man page
predict.sparseLTS Man page
predict.tslars Man page
predict.tslarsP Man page
print.grplars Man page
print.rlars Man page
print.sparseLTS Man page
print.tslars Man page
print.tslarsP Man page
residuals.grplars Man page
residuals.rlars Man page
residuals.seqModel Man page
residuals.sparseLTS Man page
residuals.tslars Man page
residuals.tslarsP Man page
rgrplars Man page
rgrplars.data.frame Man page
rgrplars.default Man page
rgrplars.formula Man page
rlars Man page
rlars.default Man page
rlars.formula Man page
robStandardize Man page
robustHD Man page
robustHD-deprecated Man page
robustHD-package Man page
rtslars Man page
rtslars.default Man page
rtslars.formula Man page
rtslarsP Man page
rtslarsP.default Man page
rtslarsP.formula Man page
sparseLTS Man page
sparseLTS.default Man page
sparseLTS.formula Man page
sparseLTSGrid Man page
sparseLTSGrid.default Man page
sparseLTSGrid.formula Man page
standardize Man page
TopGear Man page
tsBlocks Man page
tslars Man page
tslars.default Man page
tslars.formula Man page
tslarsP Man page
tslarsP.default Man page
tslarsP.formula Man page
winsorize Man page
winsorize.data.frame Man page
winsorize.default Man page
winsorize.matrix Man page
wt Man page
wt.sparseLTS Man page

Files

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

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

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All documentation is copyright its authors; we didn't write any of that.