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Use RcppEigen to fit least trimmed squares regression models with an L1 penalty in order to obtain sparse models.
| Version: | 0.2.0.1 |
| Depends: | robustHD (≥ 0.4.0) |
| Imports: | Rcpp (≥ 0.9.10), RcppEigen (≥ 0.2.0) |
| LinkingTo: | Rcpp, RcppEigen |
| Suggests: | mvtnorm |
| Published: | 2020-10-14 |
| DOI: | 10.32614/CRAN.package.sparseLTSEigen |
| Author: | Andreas Alfons [aut, cre] |
| Maintainer: | Andreas Alfons <alfons at ese.eur.nl> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: | yes |
| Materials: | NEWS |
| CRAN checks: | sparseLTSEigen results |
| Reference manual: | sparseLTSEigen.pdf |
| Package source: | sparseLTSEigen_0.2.0.1.tar.gz |
| Windows binaries: | r-devel: sparseLTSEigen_0.2.0.1.zip, r-release: sparseLTSEigen_0.2.0.1.zip, r-oldrel: sparseLTSEigen_0.2.0.1.zip |
| macOS binaries: | r-release (arm64): sparseLTSEigen_0.2.0.1.tgz, r-oldrel (arm64): sparseLTSEigen_0.2.0.1.tgz, r-release (x86_64): sparseLTSEigen_0.2.0.1.tgz, r-oldrel (x86_64): sparseLTSEigen_0.2.0.1.tgz |
| Old sources: | sparseLTSEigen archive |
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