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; ),
(robust) groupwise least angle regression (Alfons, Croux & Gelper, 2016;
), and sparse least trimmed squares
regression (Alfons, Croux & Gelper, 2013; ).