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.


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install.packages("robustlm")

0.1.0 by Jin Zhu, 2 months ago


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


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