robustlm: Robust Variable Selection with Exponential Squared Loss
Computationally efficient tool for performing variable selection and obtaining robust estimates, which implements robust variable selection procedure proposed by Wang, X., Jiang, Y., Wang, S., Zhang, H. (2013) <doi:10.1080/01621459.2013.766613>. Users can enjoy the near optimal, consistent, and oracle properties of the procedures.
| Version: | 0.1.0 |
| Imports: | MASS, matrixStats |
| Suggests: | knitr, rmarkdown |
| Published: | 2021-03-22 |
| DOI: | 10.32614/CRAN.package.robustlm |
| Author: | Jin Zhu  [cre,
aut],
Borui Tang [aut],
Yunlu Jiang [aut],
Xueqin Wang [aut] |
| Maintainer: | Jin Zhu <zhuj37 at mail2.sysu.edu.cn> |
| License: | GPL-3 |
| NeedsCompilation: | no |
| Materials: | README, NEWS |
| CRAN checks: | robustlm results |
Documentation:
| Reference manual: | robustlm.html , robustlm.pdf |
| Vignettes: |
Robust Variable Selection with Exponential Squared Loss (source, R code) |
Downloads:
| Package source: | robustlm_0.1.0.tar.gz |
| Windows binaries: | r-devel: robustlm_0.1.0.zip, r-release: robustlm_0.1.0.zip, r-oldrel: robustlm_0.1.0.zip |
| macOS binaries: | r-release (arm64): robustlm_0.1.0.tgz, r-oldrel (arm64): robustlm_0.1.0.tgz, r-release (x86_64): robustlm_0.1.0.tgz, r-oldrel (x86_64): robustlm_0.1.0.tgz |
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