robustHD-package | R Documentation |
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>).
The DESCRIPTION file:
This package was not yet installed at build time.
Index: This package was not yet installed at build time.
Andreas Alfons [aut, cre] (<https://orcid.org/0000-0002-2513-3788>), Dirk Eddelbuettel [ctb]
Maintainer: Andreas Alfons <alfons@ese.eur.nl>
Alfons (2021) robustHD: An R package for robust regression with high-dimensional data. Journal of Open Source Software, 6(67), 3786. \Sexpr[results=rd]{tools:::Rd_expr_doi("10.21105/joss.03786")}.
Useful links:
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.