srlars

Authors Anthony Christidis, Gabriela Cohen-freue

Last update 20 September 2026

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

Software version identifier 1.0.0, 1.0.1, PACKAGES.rds, 2.0.0, 2.0.1, 3.0.0, 3.0.1, 3.1.0

Description

Functions to perform robust variable selection and regression using the Fast and Scalable Cellwise-Robust Ensemble (FSCRE) algorithm. The approach establishes a robust foundation using the Detect Deviating Cells (DDC) algorithm and robust correlation estimates. It then employs a competitive ensemble architecture where a robust Least Angle Regression (LARS) engine proposes candidate variables and cross-validation arbitrates their assignment. A final robust MM-estimator is applied to the selected predictors.

Cited in

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RMSS

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