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sparseLTSEigen (version 0.2.0.1)

RcppEigen back end for sparse least trimmed squares regression

Description

Use RcppEigen to fit least trimmed squares regression models with an L1 penalty in order to obtain sparse models.

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Version

Install

install.packages('sparseLTSEigen')

Monthly Downloads

218

Version

0.2.0.1

License

GPL (>= 2)

Maintainer

Last Published

October 14th, 2020

Functions in sparseLTSEigen (0.2.0.1)

sparseLTSEigen-package

RcppEigen back end for sparse least trimmed squares regression