sparseLTSEigen: RcppEigen back end for sparse least trimmed squares regression
Version 0.2.0

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]
Date of publication2013-12-10 15:28:12
MaintainerAndreas Alfons <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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sparseLTSEigen documentation built on May 30, 2017, 12:06 a.m.