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

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

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

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