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.

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

Man pages

sparseLTSEigen-package: RcppEigen back end for sparse least trimmed squares...

Functions

.CallSparseLTSEigen Man page
CallSparseLTSEigen Source code
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
sparseLTSEigen documentation built on May 19, 2017, 10:27 p.m.