rcpp_setdiff

<p><code>rcpp_setdiff</code> calculates the (nonsymmetric) set difference of 
subsets of a probability space.</p>

Efficient tool for identifying influential observations in
high dimensional linear regression. The tool implements two detection
techniques single detection (Barry et al. (2020)
<doi:10.1080/03610926.2020.1841793>) and multiple detection (Barry et
al. (2021) <arXiv:2105.12286>).  The single detection is an adaptation
of Cook's measure for high dimensional data. The method relies on the
concept of expectile to construct an influence measure based on
asymmetric correlations. The multiple detection technique applies a
group deletion procedure to build the algorithm on three main steps.
The first stage applies an ultra conservative score to mitigate the
swamping effect, the second stage uses the clean sample generated in
the previous stage and applies an aggressive score to attenuate the
masking phenomenon. Finally, the last step is concerned with the
validation of the influential set generated by the two previous steps.
The main functions take a response variable and a design matrix as
input and output a set of potential influential observations.

rcpp_setdiff: Arma Set Difference of Subsets

Description

Usage

Arguments

Value

Examples