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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 ORCID iD [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:

Reference manual: robustHD.pdf

Downloads:

Package source: robustHD_0.8.1.tar.gz
Windows binaries: r-devel: robustHD_0.8.1.zip, r-release: robustHD_0.8.1.zip, r-oldrel: robustHD_0.8.1.zip
macOS binaries: r-release (arm64): robustHD_0.8.1.tgz, r-oldrel (arm64): robustHD_0.8.1.tgz, r-release (x86_64): robustHD_0.8.1.tgz, r-oldrel (x86_64): robustHD_0.8.1.tgz
Old sources: robustHD archive

Reverse dependencies:

Reverse depends: sparseLTSEigen
Reverse imports: enetLTS, gamreg, PAMhm, robCompositions, rrcovHD
Reverse suggests: cellWise, ShapleyOutlier

Linking:

Please use the canonical form https://CRAN.R-project.org/package=robustHD to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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