Robust methods for high-dimensional data, in particular linear model selection techniques based on least angle regression and sparse regression.This is version 0.7.1 corresponding to the publication in the Journal of Open Source Software.
This entry is a one hundred and twenty-two-file data package totaling 3.6 MB, containing files in , .pdf, .c, .R, .Rmd, .md, .Rd, .bib, .win, .cpp, .svg, .RData, .Rproj and .h formats.If you use this dataset, please cite: Alfons, Andreas (2021). robustHD: An R package for robust regression with high-dimensional data. Erasmus University Rotterdam (EUR). Software. https://doi.org/10.25397/eur.16802596