robustHD (Q26149): Difference between revisions
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| Property / source code repository: https://github.com/cran/robustHD / rank | |||||||||||||||
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| Property / Software Heritage ID: swh:1:snp:1314b050d4d6e1e9e0be93d6e156ad651b93c62f / rank | |||||||||||||||
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| Property / Software Heritage ID: swh:1:snp:1314b050d4d6e1e9e0be93d6e156ad651b93c62f / qualifier | |||||||||||||||
| Property / Software Heritage ID: swh:1:snp:1314b050d4d6e1e9e0be93d6e156ad651b93c62f / qualifier | |||||||||||||||
point in time: 5 October 2023
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Latest revision as of 15:59, 21 March 2024
Robust Methods for High-Dimensional Data
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | robustHD |
Robust Methods for High-Dimensional Data |
Statements
26 September 2023
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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>).
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expanded from: GPL (≥ 2) (English)
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