lars.lsa

Sigma0

The intercept of the regression line.

The bool variable of whether consider the intercept situation

intercept

Regression options, choose form "lasso" or "lar".

type

The converge threshold defined by the machine.

The maximum iteration times to stop.

max.steps

Finite mixture models are a popular technique for modelling unobserved heterogeneity or to approximate general distribution functions in a semi-parametric way. They are used in a lot of different areas such as astronomy, biology, economics, marketing or medicine.
This package is the implementation of popular robust mixture regression methods based on different algorithms including: fleximix, finite mixture models and latent class regression; CTLERob, component-wise adaptive trimming likelihood estimation; mixbi, bi-square estimation; mixL, Laplacian distribution; mixt, t-distribution; TLE, trimmed likelihood estimation.
The implemented algorithms includes: CTLERob stands for Component-wise adaptive Trimming Likelihood Estimation based mixture regression; mixbi stands for mixture regression based on bi-square estimation; mixLstands for mixture regression based on Laplacian distribution; TLE stands for Trimmed Likelihood Estimation based mixture regression. For more detail of the algorithms, please refer to below references.
Reference: Chun Yu, Weixin Yao, Kun Chen (2017) <doi:10.1002/cjs.11310>.
NeyKov N, Filzmoser P, Dimova R et al. (2007) <doi:10.1016/j.csda.2006.12.024>.
Bai X, Yao W. Boyer JE (2012) <doi:10.1016/j.csda.2012.01.016>.
Wennan Chang, Xinyu Zhou, Yong Zang, Chi Zhang, Sha Cao (2020) <arXiv:2005.11599>.

lars.lsa: lars variant for LSA.

Description

Usage

Arguments

Value