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Computationally efficient tool for performing variable selection and obtaining robust estimates, which implements robust variable selection procedure proposed by Wang, X., Jiang, Y., Wang, S., Zhang, H. (2013) <doi:10.1080/01621459.2013.766613>. Users can enjoy the near optimal, consistent, and oracle properties of the procedures.
Version: | 0.1.0 |
Imports: | MASS, matrixStats |
Suggests: | knitr, rmarkdown |
Published: | 2021-03-22 |
DOI: | 10.32614/CRAN.package.robustlm |
Author: | Jin Zhu [cre, aut], Borui Tang [aut], Yunlu Jiang [aut], Xueqin Wang [aut] |
Maintainer: | Jin Zhu <zhuj37 at mail2.sysu.edu.cn> |
License: | GPL-3 |
NeedsCompilation: | no |
Materials: | README NEWS |
CRAN checks: | robustlm results |
Reference manual: | robustlm.pdf |
Vignettes: |
Robust Variable Selection with Exponential Squared Loss |
Package source: | robustlm_0.1.0.tar.gz |
Windows binaries: | r-devel: robustlm_0.1.0.zip, r-release: robustlm_0.1.0.zip, r-oldrel: robustlm_0.1.0.zip |
macOS binaries: | r-release (arm64): robustlm_0.1.0.tgz, r-oldrel (arm64): robustlm_0.1.0.tgz, r-release (x86_64): robustlm_0.1.0.tgz, r-oldrel (x86_64): robustlm_0.1.0.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.