L2E: Robust Structured Regression via the L2 Criterion
An implementation of a computational framework for performing robust structured regression with the L2 criterion from Chi and Chi (2021+). Improvements using the majorization-minimization (MM) principle from Liu, Chi, and Lange (2022+) added in Version 2.0.
| Version: | 2.0 |
| Depends: | R (≥ 3.5.0),osqp |
| Imports: | isotone,cobs,ncvreg,Matrix,signal,robustbase |
| Suggests: | knitr,rmarkdown,ggplot2,latex2exp |
| Published: | 2022-09-08 |
| DOI: | 10.32614/CRAN.package.L2E |
| Author: | Xiaoqian Liu [aut, ctb], Jocelyn Chi [aut, cre], Lisa Lin [ctb], Kenneth Lange [aut], Eric Chi [aut] |
| Maintainer: | Jocelyn Chi <jocetchi at gmail.com> |
| License: | GPL-2 |GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: | no |
| Citation: | L2E citation info |
| Materials: | README |
| CRAN checks: | L2E results |
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