computeRobustFoundation: Compute Robust Foundation (Internal)
In srlars: Fast and Scalable Cellwise-Robust Ensemble

computeRobustFoundation

R Documentation

Compute Robust Foundation (Internal)

Implements Stage 1 of the FSCRE algorithm: separate data cleaning for X and y, and robust, PSD correlation estimation.

computeRobustFoundation(x, y, x_preprocess, y_preprocess, cor_estimator)

`x`	Design matrix.
`y`	Response vector.
`x_preprocess`	Method for X cleaning ("ddc", "none").
`y_preprocess`	Method for y cleaning ("wrap", "robust_z", "none").
`cor_estimator`	Method for correlations ("wrap", "pearson").

A list containing the imputed data (x.imp, y.imp), the correlation structures (Rx, ry), and the DDC object for prediction.

srlars documentation built on Sept. 23, 2026, 5:10 p.m.

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