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rrat: Robust Regression with Asymmetric Heavy-Tail Noise Distributions
Implementation of Robust Regression tailored to deal with Asymmetric noise Distribution, which was originally proposed by Takeuchi & Bengio & Kanamori (2002) <doi:10.1162/08997660260293300>. In addition, this implementation is extended as introducing potential feature regularization by LASSO etc.
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Package details |
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| Author | Yi He and Yuelin Zhao |
| Maintainer | Yi He <yi.he@stats.oxon.org> |
| License | GPL (>= 2) |
| Version | 1.0.0 |
| Package repository | View on CRAN |
| Installation |
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