cauchyreg

MaRDI QIDQ7370977CRANFDO

Authors Michail Tsagris

Last update 12 September 2026

Copyright license GNU General Public License, version 2.0, GNU General Public License, version 3.0

Software version identifier 1.0

Description

Cauchy regression modelling and LASSO to perform variable selection are included in this package. Cross-validation is performed to choose the optimal value of the lambda parameter. LASSO is based on the IRLS algorithm. A relevant paper is <doi:10.1109/ICIST.2014.6920341>.

Cites work

• On the robustness and generalization of Cauchy regression

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