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.

Getting started

Package details

AuthorYi He and Yuelin Zhao
MaintainerYi He <yi.he@stats.oxon.org>
LicenseGPL (>= 2)
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:

Try the rrat package in your browser

Any scripts or data that you put into this service are public.

rrat documentation built on Oct. 7, 2019, 5:07 p.m.