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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 |
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Author | Andreas Alfons [aut, cre] (<https://orcid.org/0000-0002-2513-3788>), Dirk Eddelbuettel [ctb] |
Maintainer | Andreas Alfons <alfons@ese.eur.nl> |
License | GPL (>= 2) |
Version | 0.8.1 |
URL | https://github.com/aalfons/robustHD |
Package repository | View on CRAN |
Installation |
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