robustHD v0.6.1

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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.

Functions in robustHD

Name Description
fortify.seqModel Convert a sequence of regression models into a data frame for plotting
TopGear Top Gear car data
AIC.seqModel Information criteria for a sequence of regression models
diagnosticPlot Diagnostic plots for a sequence of regression models
critPlot Optimality criterion plot of a sequence of regression models
corHuber Robust correlation based on winsorization.
getScale Extract the residual scale of a robust regression model
fitted.seqModel Extract fitted values from a sequence of regression models
grplars (Robust) groupwise least angle regression
robustHD-deprecated Deprecated functions in package robustHD
tslarsP (Robust) least angle regression for time series data with fixed lag length
tslars (Robust) least angle regression for time series data
plot.seqModel Plot a sequence of regression models
standardize Data standardization
rlars Robust least angle regression
perry.seqModel Resampling-based prediction error for a sequential regression model
lambda0 Penalty parameter for sparse LTS regression
tsBlocks Construct predictor blocks for time series models
robustHD-package robustHD
sparseLTS Sparse least trimmed squares regression
weights.sparseLTS Extract outlier weights from sparse LTS regression models
winsorize Data cleaning by winsorization
coef.seqModel Extract coefficients from a sequence of regression models
residuals.seqModel Extract residuals from a sequence of regression models
predict.seqModel Predict from a sequence of regression models
coefPlot Coefficient plot of a sequence of regression models
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Details

Type Package
Date 2019-12-13
LinkingTo Rcpp (>= 0.9.10), RcppArmadillo (>= 0.3.0)
License GPL (>= 2)
LazyLoad yes
Encoding UTF-8
RoxygenNote 6.1.1
NeedsCompilation yes
Packaged 2019-12-13 16:59:39 UTC; andreas
Repository CRAN
Date/Publication 2019-12-14 17:40:05 UTC

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