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robustHD (version 0.7.2)

Robust Methods for High-Dimensional Data

Description

Robust methods for high-dimensional data, in particular linear model selection techniques based on least angle regression and sparse regression.

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Version

Install

install.packages('robustHD')

Monthly Downloads

2,037

Version

0.7.2

License

GPL (>= 2)

Issues

5

Pull Requests

0

Stars

11

Forks

6

Maintainer

Andreas Alfons

Last Published

November 23rd, 2021

Functions in robustHD (0.7.2)

grplars

(Robust) groupwise least angle regression
AIC.seqModel

Information criteria 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
diagnosticPlot

Diagnostic plots for a sequence of regression models
coefPlot

Coefficient plot of a sequence of regression models
coef.seqModel

Extract coefficients from a sequence of regression models
fitted.seqModel

Extract fitted values from a sequence of regression models
TopGear

Top Gear car data
robustHD-deprecated

Deprecated functions in package robustHD
rlars

Robust least angle regression
residuals.seqModel

Extract residuals from a sequence of regression models
lambda0

Penalty parameter for sparse LTS regression
nci60

NCI-60 cancer cell panel
predict.seqModel

Predict from a sequence of regression models
plot.seqModel

Plot a sequence of regression models
partialOrder

Find partial order of smallest or largest values
setupDiagnosticPlot

Set up a diagnostic plot for a sequence of regression models
perry.seqModel

Resampling-based prediction error for a sequential regression model
setupCritPlot

Set up an optimality criterion plot of a sequence of regression models
setupCoefPlot

Set up a coefficient plot of a sequence of regression models
sparseLTS

Sparse least trimmed squares regression
standardize

Data standardization
robustHD-package

tools:::Rd_package_title("robustHD")
weights.sparseLTS

Extract outlier weights from sparse LTS regression models
winsorize

Data cleaning by winsorization
tslars

(Robust) least angle regression for time series data
tsBlocks

Construct predictor blocks for time series models
tslarsP

(Robust) least angle regression for time series data with fixed lag length