robustHD (Q26149)
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Robust Methods for High-Dimensional Data
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| 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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