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

Package details

Maintainer
LicenseGPL (>= 2)
Version0.2.1
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("devtools")
library(devtools)
install_github("aalfons/sparseLTSEigen")
aalfons/sparseLTSEigen documentation built on June 3, 2017, 11:43 a.m.