robustHD: Robust Methods for High-Dimensional Data
Version 0.5.1

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

Browse man pages Browse package API and functions Browse package files

AuthorAndreas Alfons [aut, cre]
Date of publication2016-01-08 12:41:05
MaintainerAndreas Alfons <alfons@ese.eur.nl>
LicenseGPL (>= 2)
Version0.5.1
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("robustHD")

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 Source code
AIC.sparseLTS Man page Source code
BIC.seqModel Man page Source code
BIC.sparseLTS Man page Source code
TopGear Man page
addColnames Source code
addIntercept Source code
bicSelect Source code
bicSelect.seqModel Source code
bicSelect.sparseLTS Source code
block Source code
blockNames Source code
callBackend Source code
checkSMax Source code
checkSRange Source code
checkSteps Source code
coef.grplars Man page
coef.rlars Man page
coef.seqModel Man page Source code
coef.sparseLTS Man page Source code
coef.tslars Man page Source code
coef.tslarsP Man page
coefPlot Man page Source code
coefPlot.grplars Man page
coefPlot.rlars Man page
coefPlot.seqModel Man page Source code
coefPlot.sparseLTS Man page Source code
coefPlot.tslars Man page Source code
coefPlot.tslarsP Man page
coefify Source code
coefify.seqModel Source code
coefify.sparseLTS Source code
copyNames Source code
corHuber Man page Source code
corHuberAdj Source code
corHuberBi Source code
corHuberUni Source code
critPlot Man page Source code
critPlot.grplars Man page
critPlot.perrySeqModel Man page Source code
critPlot.perrySparseLTS Man page Source code
critPlot.rlars Man page
critPlot.seqModel Man page Source code
critPlot.sparseLTS Man page Source code
critPlot.tslars Man page Source code
critPlot.tslarsP Man page
defaultLabels Source code
defaultLabels.grplars Source code
defaultMain Source code
diagnosticPlot Man page Source code
diagnosticPlot.default Man page Source code
diagnosticPlot.grplars Man page
diagnosticPlot.perrySeqModel Man page Source code
diagnosticPlot.perrySparseLTS Man page Source code
diagnosticPlot.rlars Man page
diagnosticPlot.seqModel Man page Source code
diagnosticPlot.sparseLTS Man page Source code
diagnosticPlot.tslars Man page Source code
diagnosticPlot.tslarsP Man page
dropCol Source code
fastLasso Source code
fastSparseLTS Source code
findSmallest Source code
fitBlocks Source code
fitted.grplars Man page
fitted.rlars Man page
fitted.seqModel Man page Source code
fitted.sparseLTS Man page Source code
fitted.tslars Man page Source code
fitted.tslarsP Man page
fortify.bicSelect Source code
fortify.rlars Man page
fortify.seqModel Man page Source code
fortify.sparseLTS Man page Source code
fortifySeqModelStep Source code
fortifySparseLTSFit Source code
fortifySparseLTSStep Source code
getBest Source code
getBest.bicSelect Source code
getBest.default Source code
getBest.fitSelect Source code
getCallFun Source code
getComponent Source code
getComponent.seqModel Source code
getComponent.sparseLTS Source code
getRegControl Source code
getSOpt Source code
getSOpt.seqModel Source code
getSOpt.sparseLTS Source code
getScale Man page Source code
getScale.default Source code
getScale.lmrob Source code
getScale.lts Source code
getScale.rlm Source code
getScale.seqModel Man page Source code
getScale.sparseLTS Man page Source code
ggCoefPlot Source code
ggCritPlot Source code
grouplars Source code
grplars Man page Source code
grplars.data.frame Man page Source code
grplars.default Man page Source code
grplars.formula Man page Source code
grplarsFit Source code
hyperplane Source code
hyperplaneSubsets Source code
labelify Source code
lambda0 Man page Source code
lm.fit Source code
lmrob.fit Source code
ltsReg Source code
modelDf Source code
newdataBlocks Source code
partialOrder Source code
perry.rlars Man page
perry.seqModel Man page Source code
perry.sparseLTS Man page Source code
plot.grplars Man page
plot.perrySeqModel Man page Source code
plot.perrySparseLTS Man page Source code
plot.rlars Man page
plot.seqModel Man page Source code
plot.sparseLTS Man page Source code
plot.tslars Man page Source code
plot.tslarsP Man page
predict.grplars Man page
predict.rlars Man page
predict.seqModel Man page Source code
predict.sparseLTS Man page Source code
predict.tslars Man page Source code
predict.tslarsP Man page Source code
print.bicSelect Source code
print.fitSelect Source code
print.grplars Man page
print.perrySeqModel Source code
print.perrySparseLTS Source code
print.rlars Man page
print.seqModel Source code
print.sparseLTS Man page Source code
print.tslars Man page Source code
print.tslarsP Man page Source code
qqLine Source code
qqNorm Source code
randomSubsets Source code
rdiagPlot Source code
removeIntercept Source code
residualPlot Source code
residuals.grplars Man page
residuals.rlars Man page
residuals.seqModel Man page Source code
residuals.sparseLTS Man page Source code
residuals.tslars Man page Source code
residuals.tslarsP Man page
rgrplars Man page Source code
rgrplars.data.frame Man page Source code
rgrplars.default Man page Source code
rgrplars.formula Man page Source code
rlars Man page Source code
rlars.default Man page Source code
rlars.formula Man page Source code
rlm Source code
robStandardize Man page Source code
robustHD Man page
robustHD-deprecated Man page
robustHD-package Man page
rqqPlot Source code
rtslars Man page Source code
rtslars.default Man page Source code
rtslars.formula Man page Source code
rtslarsP Man page Source code
rtslarsP.default Man page Source code
rtslarsP.formula Man page Source code
seqModel Source code
sparseLTS Man page Source code
sparseLTS.default Man page Source code
sparseLTS.formula Man page Source code
sparseLTSGrid Man page Source code
sparseLTSGrid.default Man page Source code
sparseLTSGrid.formula Man page Source code
sparseSubsets Source code
standardize Man page Source code
testCStep Source code
testKeepBest Source code
testLasso Source code
tsBlocks Man page Source code
tslars Man page Source code
tslars.default Man page Source code
tslars.formula Man page Source code
tslarsFit Source code
tslarsP Man page Source code
tslarsP.default Man page Source code
tslarsP.formula Man page Source code
tslarsPFit Source code
weights.lmrob Source code
weights.lts Source code
weights.rlm Source code
winsorize Man page Source code
winsorize.data.frame Man page Source code
winsorize.default Man page Source code
winsorize.matrix Man page Source code
wt Man page Source code
wt.sparseLTS Man page Source code

Files

inst
inst/tests
inst/tests/test-fastLasso-simple.R
inst/tests/test-fastLasso-highdim.R
inst/tests/test-fastLasso-multiple.R
inst/doc
inst/doc/examples
inst/doc/examples/example-coefPlot.R
inst/doc/examples/example-diagnosticPlot.R
inst/doc/examples/example-lambda0.R
inst/doc/examples/example-wt.R
inst/doc/examples/example-perry.R
inst/doc/examples/example-predict.R
inst/doc/examples/example-fortify.R
inst/doc/examples/example-AIC.R
inst/doc/examples/example-plot.R
inst/doc/examples/example-fitted.R
inst/doc/examples/example-rlars.R
inst/doc/examples/example-critPlot.R
inst/doc/examples/example-sparseLTS.R
inst/doc/examples/example-coef.R
inst/doc/examples/example-rgrplars.R
inst/doc/examples/example-residuals.R
src
src/corHuber.h
src/Makevars
src/fastLars.h
src/fastGrplars.cpp
src/fastLars.cpp
src/initialSubsets.h
src/initialSubsets.cpp
src/corHuber.cpp
src/fastSparseLTS.cpp
src/fastSparseLTS.h
src/utils.h
src/utils.cpp
src/fastRlars.cpp
src/fastLasso.h
src/fastLasso.cpp
src/Makevars.win
src/fastGrplars.h
src/fastRlars.h
NAMESPACE
NEWS
data
data/TopGear.RData
R
R/rlars.R
R/utils.R
R/sparseLTS.R
R/lambda0.R
R/accessors.R
R/AIC.R
R/plot.R
R/perry.R
R/predict.R
R/regFun.R
R/seqModel.R
R/grouplars.R
R/fitted.R
R/tslarsP.R
R/grplars.R
R/coef.R
R/fortify.R
R/weights.R
R/standardize.R
R/test.R
R/tsBlocks.R
R/print.R
R/robustHD-deprecated.R
R/corHuber.R
R/initialSubsets.R
R/tslars.R
R/fastLasso.R
R/winsorize.R
R/residuals.R
MD5
build
build/partial.rdb
DESCRIPTION
man
man/corHuber.Rd
man/winsorize.Rd
man/tsBlocks.Rd
man/fitted.seqModel.Rd
man/getScale.Rd
man/lambda0.Rd
man/robustHD-deprecated.Rd
man/wt.Rd
man/TopGear.Rd
man/critPlot.Rd
man/predict.seqModel.Rd
man/tslarsP.Rd
man/rlars.Rd
man/coef.seqModel.Rd
man/perry.seqModel.Rd
man/AIC.seqModel.Rd
man/tslars.Rd
man/plot.seqModel.Rd
man/residuals.seqModel.Rd
man/diagnosticPlot.Rd
man/fortify.seqModel.Rd
man/grplars.Rd
man/coefPlot.Rd
man/robustHD-package.Rd
man/sparseLTS.Rd
man/standardize.Rd
robustHD documentation built on May 19, 2017, 6:34 p.m.