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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 |
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 |
Reference manual: | robustHD.pdf |
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 depends: | sparseLTSEigen |
Reverse imports: | enetLTS, gamreg, PAMhm, robCompositions, rrcovHD |
Reverse suggests: | cellWise, ShapleyOutlier |
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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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