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) . Users can enjoy the near optimal, consistent, and oracle properties of the procedures.


Reference manual

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0.1.0 by Jin Zhu, 10 months ago

Browse source code at

Authors: Jin Zhu [cre, aut] , Borui Tang [aut] , Yunlu Jiang [aut] , Xueqin Wang [aut]

Documentation:   PDF Manual  

GPL-3 license

Imports MASS, matrixStats

Suggests knitr, rmarkdown

See at CRAN