CRAN/E | sparseLTSEigen

sparseLTSEigen

RcppEigen back end for sparse least trimmed squares regression

Installation

About

Use RcppEigen to fit least trimmed squares regression models with an L1 penalty in order to obtain sparse models.

Key Metrics

Version 0.2.0.1
Published 2020-10-14 1297 days ago
Needs compilation? yes
License GPL-2
License GPL-3
CRAN checks sparseLTSEigen results

Downloads

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Maintainer

Maintainer

Andreas Alfons

alfons@ese.eur.nl

Authors

Andreas Alfons

aut / cre

Material

NEWS
Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

sparseLTSEigen archive

Depends

robustHD ≥ 0.4.0

Imports

Rcpp ≥ 0.9.10
RcppEigen ≥ 0.2.0

Suggests

mvtnorm

LinkingTo

Rcpp
RcppEigen