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.


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install.packages("enetLTS")

0.1.0 by Fatma Sevinc Kurnaz, a year ago


Browse source code at https://github.com/cran/enetLTS


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