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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>).
Version: | 0.8.1 |
Depends: | R (≥ 3.5.0), ggplot2 (≥ 0.9.2), perry (≥ 0.3.0), robustbase (≥ 0.9-5) |
Imports: | MASS, Rcpp (≥ 0.9.10), grDevices, parallel, stats, utils |
LinkingTo: | Rcpp (≥ 0.9.10), RcppArmadillo (≥ 0.3.0) |
Suggests: | lars, mvtnorm, testthat |
Published: | 2024-06-30 |
DOI: | 10.32614/CRAN.package.robustHD |
Author: | Andreas Alfons [aut, cre], Dirk Eddelbuettel [ctb] |
Maintainer: | Andreas Alfons <alfons at ese.eur.nl> |
BugReports: | https://github.com/aalfons/robustHD/issues |
License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
URL: | https://github.com/aalfons/robustHD |
NeedsCompilation: | yes |
Citation: | robustHD citation info |
Materials: | NEWS |
CRAN checks: | robustHD results |
Reference manual: | robustHD.pdf |
Package source: | robustHD_0.8.1.tar.gz |
Windows binaries: | r-devel: robustHD_0.8.1.zip, r-release: robustHD_0.8.1.zip, r-oldrel: robustHD_0.8.1.zip |
macOS binaries: | r-release (arm64): robustHD_0.8.1.tgz, r-oldrel (arm64): robustHD_0.8.1.tgz, r-release (x86_64): robustHD_0.8.1.tgz, r-oldrel (x86_64): robustHD_0.8.1.tgz |
Old sources: | robustHD archive |
Reverse depends: | sparseLTSEigen |
Reverse imports: | enetLTS, gamreg, PAMhm, robCompositions, rrcovHD |
Reverse suggests: | cellWise, ShapleyOutlier |
Please use the canonical form https://CRAN.R-project.org/package=robustHD to link to this page.
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.