robustHD: Robust Methods for High-Dimensional Data
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>).
| Version: | 0.8.3 |
| Depends: | R (≥ 3.5.0),ggplot2 (≥ 0.9.2),perry (≥ 0.3.0),robustbase (≥ 0.9-5) |
| Imports: | MASS,Rcpp (≥ 0.9.10), grDevices, parallel,rlang, stats, utils |
| LinkingTo: | Rcpp (≥ 0.9.10),RcppArmadillo (≥ 0.7.200.1.0) |
| Suggests: | lars,mvtnorm,testthat |
| Published: | 2025-12-09 |
| DOI: | 10.32614/CRAN.package.robustHD |
| Author: | Andreas Alfons [aut, cre], Dirk Eddelbuettel [ctb] |
| Maintainer: | Andreas Alfons <alfons at ese.eur.nl> |
| BugReports: | https://github.com/aalfons/robustHD/issues |
| License: | GPL-2 |GPL-3 [expanded from: GPL (≥ 2)] |
| URL: | https://github.com/aalfons/robustHD |
| NeedsCompilation: | yes |
| Citation: | robustHD citation info |
| Materials: | NEWS |
| CRAN checks: | robustHD results |
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