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

Package details

AuthorBin Luo, Xiaoli Gao
MaintainerBin Luo <b_luo@uncg.edu>
LicenseGPL-2
Version1.0.1
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("r08in/RobustCD")
r08in/RobustCD documentation built on May 26, 2019, 6:40 p.m.