r08in/RobustCD: Penalized Adaptive Weighted Least Squares Regression
Efficient algorithms for fitting weighted least squares regression with L1 regularization on both the coefficients and weight vectors, which is able to perform simultaneous variable selection and outliers detection efficiently.
Getting started
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Package details |
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| Author | Bin Luo, Xiaoli Gao |
| Maintainer | Bin Luo <b_luo@uncg.edu> |
| License | GPL-2 |
| Version | 1.0.1 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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