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. Specifically, the package implements robust least angle regression (Khan, Van Aelst & Zamar, 2007; <doi:10.1198/016214507000000950>), (robust) groupwise least angle regression (Alfons, Croux & Gelper, 2016; <doi:10.1016/j.csda.2015.02.007>), and sparse least trimmed squares regression (Alfons, Croux & Gelper, 2013; <doi:10.1214/12-AOAS575>).

Package details

AuthorAndreas Alfons [aut, cre] (<>), Dirk Eddelbuettel [ctb]
MaintainerAndreas Alfons <>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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robustHD documentation built on July 1, 2024, 1:06 a.m.