shuanggema/robHD: Robust high-dimensional data analysis

This package computes the regression coefficients for robust penalized regression. The exponential squared loss function is used to provide the robustness, and penalization is employed to enforce the sparsity of estimators.

Package details

AuthorHao Chai; Shuangge Ma; Qingzhao Zhang
MaintainerHao Chai <haochai2@gmail.com>
LicenseGPL (>=2)
Version1.0.0
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("shuanggema/robHD")
shuanggema/robHD documentation built on May 29, 2019, 9:26 p.m.