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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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Install
install.packages('robustHD')
Monthly Downloads
2,263
Version
0.7.2
License
GPL (>= 2)
Issues
5
Pull Requests
0
Stars
9
Forks
6
Repository
https://github.com/aalfons/robustHD
Maintainer
Andreas Alfons
Last Published
November 23rd, 2021
Functions in robustHD (0.7.2)
Search functions
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