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Huber-type estimation for mean, covariance and (regularized) regression. For all the methods, the robustification parameter tau is chosen by a tuning-free principle.
| Version: | 1.1 |
| Depends: | R (≥ 3.5.0) |
| Imports: | Rcpp (≥ 1.0.3) |
| LinkingTo: | Rcpp, RcppArmadillo (≥ 0.9.850.1.0) |
| Published: | 2022-03-09 |
| DOI: | 10.32614/CRAN.package.adaHuber |
| Author: | Xiaoou Pan [aut, cre], Wen-Xin Zhou [aut] |
| Maintainer: | Xiaoou Pan <xip024 at ucsd.edu> |
| License: | GPL-3 |
| URL: | https://github.com/XiaoouPan/adaHuber |
| NeedsCompilation: | yes |
| SystemRequirements: | C++11 |
| Materials: | README |
| CRAN checks: | adaHuber results |
| Reference manual: | adaHuber.pdf |
| Package source: | adaHuber_1.1.tar.gz |
| Windows binaries: | r-devel: adaHuber_1.1.zip, r-release: adaHuber_1.1.zip, r-oldrel: adaHuber_1.1.zip |
| macOS binaries: | r-release (arm64): adaHuber_1.1.tgz, r-oldrel (arm64): adaHuber_1.1.tgz, r-release (x86_64): adaHuber_1.1.tgz, r-oldrel (x86_64): adaHuber_1.1.tgz |
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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.