aalfons/sparseLTSEigen: RcppEigen back end for sparse least trimmed squares regression
Use RcppEigen to fit least trimmed squares regression models with an L1 penalty in order to obtain sparse models.
Getting started
Browse package contents
Package details |
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| Maintainer | |
| License | GPL (>= 2) |
| Version | 0.2.1 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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