robustHD
swMATH14244CRANrobustHDMaRDI QIDQ26149FDOQ26149
Robust Methods for High-Dimensional Data
Last update: 26 September 2023
Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0
Software version identifier: 0.7.4, 0.1.0, 0.2.0, 0.2.1, 0.2.2, 0.3.0, 0.3.1, 0.3.2, 0.4.0, 0.5.0, 0.5.1, 0.6.0, 0.6.1, 0.7.0, 0.7.1, 0.7.2, 0.7.3, 0.8.0
Source code repository: https://github.com/cran/robustHD
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>).
Cited In (14)
- Multivariate outlier detection in applied data analysis: global, local, compositional and cellwise outliers
- Sparse regression for large data sets with outliers
- Penalised robust estimators for sparse and high-dimensional linear models
- Outlyingness: which variables contribute most?
- Approximate Gibbs sampler for Bayesian Huberized lasso
- robCompositions
- rrcovHD
- enetLTS
- PAMhm
- sparseLTSEigen
- Robust elastic net estimators for variable selection and identification of proteomic biomarkers
- Robust groupwise least angle regression
- gamreg
- Sparse least trimmed squares regression for analyzing high-dimensional large data sets
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