aalfons/robustHD: Robust Methods for High-Dimensional Data

Robust methods for high-dimensional data, in particular linear model selection techniques based on least angle regression and sparse regression. Specifically, the package implements robust least angle regression (Khan, Van Aelst & Zamar, 2007; <doi:10.1198/016214507000000950>), (robust) groupwise least angle regression (Alfons, Croux & Gelper, 2016; <doi:10.1016/j.csda.2015.02.007>), and sparse least trimmed squares regression (Alfons, Croux & Gelper, 2013; <doi:10.1214/12-AOAS575>).

Getting started

Package details

AuthorAndreas Alfons [aut, cre] (<https://orcid.org/0000-0002-2513-3788>), Dirk Eddelbuettel [ctb]
MaintainerAndreas Alfons <alfons@ese.eur.nl>
LicenseGPL (>= 2)
Version0.8.0
URL https://github.com/aalfons/robustHD
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("aalfons/robustHD")
aalfons/robustHD documentation built on Sept. 30, 2023, 10:39 p.m.