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robustHD (version 0.7.4)
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
0.7.4
License
GPL (>= 2)
Issues
5
Pull Requests
0
Stars
9
Forks
6
Repository
https://github.com/aalfons/robustHD
Maintainer
Andreas Alfons
Last Published
January 18th, 2023
Functions in robustHD (0.7.4)
Search functions
critPlot
Optimality criterion plot of a sequence of regression models
getScale
Extract the residual scale of a robust regression model
AIC.seqModel
Information criteria for a sequence of regression models
diagnosticPlot
Diagnostic plots for a sequence of regression models
coefPlot
Coefficient plot of a sequence of regression models
corHuber
Robust correlation based on winsorization
TopGear
Top Gear car data
coef.seqModel
Extract coefficients from a sequence of regression models
fitted.seqModel
Extract fitted values from a sequence of regression models
grplars
(Robust) groupwise least angle regression
partialOrder
Find partial order of smallest or largest values
nci60
NCI-60 cancer cell panel
perry.seqModel
Resampling-based prediction error for a sequential regression model
residuals.seqModel
Extract residuals from a sequence of regression models
lambda0
Penalty parameter for sparse LTS regression
robustHD-package
tools:::Rd_package_title("robustHD")
robustHD-deprecated
Deprecated functions in package
robustHD
rlars
Robust least angle regression
plot.seqModel
Plot a sequence of regression models
predict.seqModel
Predict from a sequence of regression models
setupCoefPlot
Set up a coefficient plot of a sequence of regression models
setupCritPlot
Set up an optimality criterion plot of a sequence of regression models
setupDiagnosticPlot
Set up a diagnostic plot for a sequence of regression models
sparseLTS
Sparse least trimmed squares regression
tslars
(Robust) least angle regression for time series data
tslarsP
(Robust) least angle regression for time series data with fixed lag length
standardize
Data standardization
tsBlocks
Construct predictor blocks for time series models
winsorize
Data cleaning by winsorization
weights.sparseLTS
Extract outlier weights from sparse LTS regression models