computeRobustFoundation

Implements Stage 1 of the FSCRE algorithm: data cleaning via DDC and robust correlation estimation.

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

computeRobustFoundation function

<dl><dt>x</dt>
<dd>Design matrix.</dd>
<dt>y</dt>
<dd>Response vector.</dd>
<dt>robust</dt>
<dd>Logical.</dd></dl>

Arguments

Compute Robust Foundation (Internal) — computeRobustFoundation

<dl>

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


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


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

</dl>

computeRobustFoundation: Compute Robust Foundation (Internal)

Description

Usage

Value

Arguments