inst/doc/examples/example-rgrplars.R

In aalfons/robustHD: Robust Methods for High-Dimensional Data

data("TopGear")
# keep complete observations
keep <- complete.cases(TopGear)
TopGear <- TopGear[keep, ]
# remove information on car model
info <- TopGear[, 1:3]
TopGear <- TopGear[, -(1:3)]
# log-transform price
TopGear$Price <- log(TopGear$Price)

# robust groupwise LARS
rgrplars(MPG ~ ., data = TopGear, sMax = 15)