robustHD

Description

Robust methods for high-dimensional data, in particular linear model selection techniques based on least angle regression and sparse regression. Specifically, the package implements robust least angle regression (Khan, Van Aelst & Zamar, 2007; <doi:10.1198/016214507000000950>), (robust) groupwise least angle regression (Alfons, Croux & Gelper, 2016; <doi:10.1016/j.csda.2015.02.007>), and sparse least trimmed squares regression (Alfons, Croux & Gelper, 2013; <doi:10.1214/12-AOAS575>).

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  installed size is  7.0Mb
  sub-directories of 1Mb or more:
    data   1.5Mb
    libs   5.0Mb

  installed size is  7.2Mb
  sub-directories of 1Mb or more:
    data   1.5Mb
    libs   5.2Mb

Check History

  installed size is  7.0Mb
  sub-directories of 1Mb or more:
    data   1.5Mb
    libs   5.0Mb

  installed size is  7.2Mb
  sub-directories of 1Mb or more:
    data   1.5Mb
    libs   5.2Mb

Reverse Dependencies (9)

Dependency Network

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