checkInputData

Internal helper function to validate arguments passed to <code>srlars</code>.
Checks types, dimensions, and logical constraints.

internal

Functions to perform robust variable selection and regression using the Fast and Scalable
Cellwise-Robust Ensemble (FSCRE) algorithm. The approach establishes a robust foundation
using the Detect Deviating Cells (DDC) algorithm and robust correlation estimates. It then
employs a competitive ensemble architecture where a robust Least Angle Regression (LARS)
engine proposes candidate variables and cross-validation arbitrates their assignment. A final
robust MM-estimator is applied to the selected predictors.

Anthony Christidis

srlars

Fast and Scalable Cellwise-Robust Ensemble

Gabriela Cohen-Freue

checkInputData function

<dl><dt>x</dt>
<dd>Design matrix.</dd>
<dt>y</dt>
<dd>Response vector.</dd>
<dt>n_models</dt>
<dd>Number of models in the ensemble.</dd>
<dt>tolerance</dt>
<dd>Relative improvement tolerance for stopping.</dd>
<dt>max_predictors</dt>
<dd>Maximum total number of variables to select.</dd>
<dt>robust</dt>
<dd>Logical.</dd>
<dt>compute_coef</dt>
<dd>Logical.</dd></dl>

Arguments

Check Input Data for srlars Function — checkInputData

<dl>

<dt>x</dt>
<dd>Design matrix.</dd>


<dt>y</dt>
<dd>Response vector.</dd>


<dt>n_models</dt>
<dd>Number of models in the ensemble.</dd>


<dt>tolerance</dt>
<dd>Relative improvement tolerance for stopping.</dd>


<dt>max_predictors</dt>
<dd>Maximum total number of variables to select.</dd>


<dt>robust</dt>
<dd>Logical.</dd>


<dt>compute_coef</dt>
<dd>Logical.</dd>

</dl>

checkInputData: Check Input Data for srlars Function

Description

Usage

Value

Arguments