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.

Install the latest version of this package by entering the following in R:
install.packages("sparseLTSEigen")
AuthorAndreas Alfons [aut, cre]
Date of publication2013-12-10 15:28:12
MaintainerAndreas Alfons <alfons@ese.eur.nl>
LicenseGPL (>= 2)
Version0.2.0

View on CRAN

Functions

.CallSparseLTSEigen Man page
sparseLTSEigen Man page
sparseLTSEigen-package Man page

Files

inst
inst/include
inst/include/MatrixAddons.h
inst/include/sparseLTSEigen.h
src
src/Makevars
src/initialSubsets.h
src/initialSubsets.cpp
src/fastSparseLTS.cpp
src/fastSparseLTS.h
src/utils.h
src/utils.cpp
src/fastLasso.h
src/fastLasso.cpp
src/Makevars.win
NAMESPACE
NEWS
R
R/sparseLTSEigen.R
MD5
DESCRIPTION
man
man/sparseLTSEigen-package.Rd

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

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