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
(39)- Penalised robust estimators for sparse and high-dimensional linear models
- Sparse least trimmed squares regression for analyzing high-dimensional large data sets
- Outlyingness: which variables contribute most?
- rospca
- robustbase
- FD
- ncvreg
- rrcov
- stabs
- simFrame
- rrcovNA
- PCAmixdata
- LIBRA
- mvoutlier
- ROBPCA
- robCompositions
- GSE
- parcor
- DisimForMixed
- CellMiner
- cellWise
- Robust elastic net estimators for variable selection and identification of proteomic biomarkers
- robustX
- rrcovHD
- rrcov3way
- MLGL
- RobStatTM
- direpack
- SLOM
- enetLTS
- pense
- perryExamples
- Approximate Gibbs sampler for Bayesian Huberized lasso
- Sparse regression for large data sets with outliers
- PAMhm
- sparseLTSEigen
- Multivariate outlier detection in applied data analysis: global, local, compositional and cellwise outliers
- gamreg
- Robust groupwise least angle regression
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