robustHD-package: Robust Methods for High-Dimensional Data

In robustHD: Robust Methods for High-Dimensional Data

Robust Methods for High-Dimensional Data

Description

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>).

Details

The DESCRIPTION file: This package was not yet installed at build time.
Index: This package was not yet installed at build time.

Author(s)

Andreas Alfons [aut, cre] (<https://orcid.org/0000-0002-2513-3788>), Dirk Eddelbuettel [ctb]

Maintainer: Andreas Alfons <[e-mail]>

References

Alfons (2021) robustHD: An R package for robust regression with high-dimensional data. Journal of Open Source Software, 6(67), 3786. \Sexpr[results=rd]{tools:::Rd_expr_doi("10.21105/joss.03786")}.

robustHD documentation built on Sept. 27, 2023, 1:07 a.m.