robustlm: 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) <doi:10.1080/01621459.2013.766613>. Users can enjoy the near optimal, consistent, and oracle properties of the procedures.

Version: 0.1.0
Imports: MASS, matrixStats
Suggests: knitr, rmarkdown
Published: 2021-03-22
Author: Jin Zhu ORCID iD [cre, aut], Borui Tang [aut], Yunlu Jiang [aut], Xueqin Wang ORCID iD [aut]
Maintainer: Jin Zhu <zhuj37 at mail2.sysu.edu.cn>
License: GPL-3
NeedsCompilation: no
Materials: README NEWS
CRAN checks: robustlm results

Documentation:

Reference manual: robustlm.pdf
Vignettes: Robust Variable Selection with Exponential Squared Loss

Downloads:

Package source: robustlm_0.1.0.tar.gz
Windows binaries: r-devel: robustlm_0.1.0.zip, r-release: robustlm_0.1.0.zip, r-oldrel: robustlm_0.1.0.zip
macOS binaries: r-release (arm64): robustlm_0.1.0.tgz, r-release (x86_64): robustlm_0.1.0.tgz, r-oldrel: robustlm_0.1.0.tgz

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