Mamba413/rvs: Robust Variable Selection with Exponential Squared Loss
Computationally efficient tool for performing variable selection and obtaining robust estimates, which implements robust variable selection procedure proposed by Wang, X., Jiang, Y., Wang, S., Zhang, H. (2013) <doi:10.1080/01621459.2013.766613>. Users can enjoy the near optimal, consistent, and oracle properties of the procedures.
Getting started
Browse package contents
Package details |
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| Maintainer | Jin Zhu <zhuj37@mail2.sysu.edu.cn> |
| License | GPL-3 |
| Version | 0.1.0 |
| URL | https://github.com/Mamba413/rvs |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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