sparseLTSEigen: RcppEigen back end for sparse least trimmed squares regression

Use RcppEigen to fit least trimmed squares regression models with an L1 penalty in order to obtain sparse models.

Package details

AuthorAndreas Alfons [aut, cre]
MaintainerAndreas Alfons <>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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sparseLTSEigen documentation built on Jan. 13, 2021, 6:21 a.m.