Fatma KURNAZ

Fatma KURNAZ

1 packages on CRAN

enetLTS

cran
99.99th

Percentile

Fully robust versions of the elastic net estimator are introduced for linear and logistic regression, in particular high dimensional data by Kurnaz, Hoffmann and Filzmoser (2017) <DOI:10.1016/j.chemolab.2017.11.017>. The algorithm searches for outlier free subsets on which the classical elastic net estimators can be applied.