ryan-thompson/robustsubsets: Robust Subset Selection
Provides tools for sparse linear regression modelling with contaminated data. Combines the least trimmed squares loss function with a constraint on the maximum number of nonzero regression coefficients. Exact and heuristic computational algorithms are implemented.
Getting started
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Package details |
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| Author | Ryan Thompson |
| Maintainer | Ryan Thompson <ryan.thompson-1@uts.edu.au> |
| License | GPL-3 |
| Version | 1.1.4 |
| URL | https://github.com/ryan-thompson/robustsubsets |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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