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robustHD (version 0.8.0)

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. 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; ).

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Version

Install

install.packages('robustHD')

Monthly Downloads

1,354

Version

0.8.0

License

GPL (>= 2)

Issues

5

Pull Requests

0

Stars

11

Forks

6

Maintainer

Andreas Alfons

Last Published

September 26th, 2023

Functions in robustHD (0.8.0)

corHuber

Robust correlation based on winsorization
coef.seqModel

Extract coefficients from a sequence of regression models
coefPlot

Coefficient plot of a sequence of regression models
TopGear

Top Gear car data
diagnosticPlot

Diagnostic plots for a sequence of regression models
getScale

Extract the residual scale of a robust regression model
fitted.seqModel

Extract fitted values from a sequence of regression models
critPlot

Optimality criterion plot of a sequence of regression models
AIC.seqModel

Information criteria for a sequence of regression models
grplars

(Robust) groupwise least angle regression
nci60

NCI-60 cancer cell panel
plot.seqModel

Plot a sequence of regression models
robustHD-package

tools:::Rd_package_title("robustHD")
rstandard.seqModel

Extract standardized residuals from a sequence of regression models
partialOrder

Find partial order of smallest or largest values
predict.seqModel

Predict from a sequence of regression models
residuals.seqModel

Extract residuals from a sequence of regression models
lambda0

Penalty parameter for sparse LTS regression
rlars

Robust least angle regression
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
standardize

Data standardization
tsBlocks

Construct predictor blocks for time series models
tslars

(Robust) least angle regression for time series data
weights.sparseLTS

Extract outlier weights from sparse LTS regression models
setupDiagnosticPlot

Set up a diagnostic plot for a sequence of regression models
winsorize

Data cleaning by winsorization
sparseLTS

Sparse least trimmed squares regression
tslarsP

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