robustHD

robustHD-package

tools:::Rd_package_description("robustHD")

package

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>).

Andreas Alfons

Robust Methods for High-Dimensional Data

Dirk Eddelbuettel

robustHD-package function

tools:::Rd_package_author("robustHD")
Maintainer: tools:::Rd_package_maintainer("robustHD")

robustHD-package: tools:::Rd_package_title("robustHD")

Description

Arguments

Author

Details

References

See Also