Robust and Sparse Methods for High Dimensional Linear and Logistic Regression

Fully robust versions of the elastic net estimator are introduced for linear and logistic regression, in particular high dimensional data by Kurnaz, Hoffmann and Filzmoser (2017) . The algorithm searches for outlier free subsets on which the classical elastic net estimators can be applied.


Reference manual

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0.1.0 by Fatma Sevinc Kurnaz, 2 years ago

Browse source code at

Authors: Fatma Sevinc KURNAZ and Irene HOFFMANN and Peter FILZMOSER

Documentation:   PDF Manual  

GPL (>= 3) license

Imports ggplot2, glmnet, robustHD, grid, reshape, parallel, cvTools, stats

See at CRAN