robustHD: Robust Methods for High-Dimensional Data
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>).
| Version: |
0.8.1 |
| Depends: |
R (≥ 3.5.0), ggplot2 (≥ 0.9.2), perry (≥ 0.3.0), robustbase (≥ 0.9-5) |
| Imports: |
MASS, Rcpp (≥ 0.9.10), grDevices, parallel, stats, utils |
| LinkingTo: |
Rcpp (≥ 0.9.10), RcppArmadillo (≥ 0.3.0) |
| Suggests: |
lars, mvtnorm, testthat |
| Published: |
2024-06-30 |
| DOI: |
10.32614/CRAN.package.robustHD |
| Author: |
Andreas Alfons 
[aut, cre],
Dirk Eddelbuettel [ctb] |
| Maintainer: |
Andreas Alfons <alfons at ese.eur.nl> |
| BugReports: |
https://github.com/aalfons/robustHD/issues |
| License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: |
https://github.com/aalfons/robustHD |
| NeedsCompilation: |
yes |
| Citation: |
robustHD citation info |
| Materials: |
NEWS |
| CRAN checks: |
robustHD results |
Documentation:
Downloads:
Reverse dependencies:
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