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 <[email protected]>
LicenseGPL (>= 2)
Version0.2.0
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("sparseLTSEigen")

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sparseLTSEigen documentation built on May 30, 2017, 12:06 a.m.