R: Robust Methods for High-Dimensional Data

robustHD-package {robustHD} | R Documentation

## Robust Methods for High-Dimensional Data

### Description

Robust methods for high-dimensional data, in particular linear model selection techniques based on least angle regression and sparse regression.

### Details

The DESCRIPTION file:

Package: | robustHD
Type: | Package
Title: | Robust Methods for High-Dimensional Data
Version: | 0.7.2
Date: | 2021-11-23
Depends: | R (>= 3.5.0), ggplot2 (>= 0.9.2), perry (>= 0.3.0), robustbase (>= 0.9-5)
Imports: | MASS, Rcpp (>= 0.9.10), grDevices, parallel, stats, utils
LinkingTo: | Rcpp (>= 0.9.10), RcppArmadillo (>= 0.3.0)
Suggests: | lars, mvtnorm, testthat
Description: | Robust methods for high-dimensional data, in particular linear model selection techniques based on least angle regression and sparse regression.
License: | GPL (>= 2)
URL: | https://github.com/aalfons/robustHD
BugReports: | https://github.com/aalfons/robustHD/issues
LazyLoad: | yes
Authors@R: | person("Andreas", "Alfons", email = "alfons@ese.eur.nl", role = c("aut", "cre"))
Author: | Andreas Alfons [aut, cre]
Maintainer: | Andreas Alfons <alfons@ese.eur.nl>
Encoding: | UTF-8
RoxygenNote: | 7.1.2

Index of help topics:

    AIC.seqModel            Information criteria for a sequence of
                            regression models
    TopGear                 Top Gear car data
    coef.seqModel           Extract coefficients from a sequence of
                            regression models
    coefPlot                Coefficient plot of a sequence of regression
                            models
    corHuber                Robust correlation based on winsorization
    critPlot                Optimality criterion plot of a sequence of
                            regression models
    diagnosticPlot          Diagnostic plots for a sequence of regression
                            models
    fitted.seqModel         Extract fitted values from a sequence of
                            regression models
    getScale                Extract the residual scale of a robust
                            regression model
    grplars                 (Robust) groupwise least angle regression
    lambda0                 Penalty parameter for sparse LTS regression
    nci60                   NCI-60 cancer cell panel
    partialOrder            Find partial order of smallest or largest
                            values
    perry.seqModel          Resampling-based prediction error for a
                            sequential regression model
    plot.seqModel           Plot a sequence of regression models
    predict.seqModel        Predict from a sequence of regression models
    residuals.seqModel      Extract residuals from a sequence of regression
                            models
    rlars                   Robust least angle regression
    robustHD-deprecated     Deprecated functions in package 'robustHD'
    robustHD-package        Robust Methods for High-Dimensional Data
    setupCoefPlot           Set up a coefficient plot of a sequence of
                            regression models
    setupCritPlot           Set up an optimality criterion plot of a
                            sequence of regression models
    setupDiagnosticPlot     Set up a diagnostic plot for a sequence of
                            regression models
    sparseLTS               Sparse least trimmed squares regression
    standardize             Data standardization
    tsBlocks                Construct predictor blocks for time series
                            models
    tslars                  (Robust) least angle regression for time series
                            data
    tslarsP                 (Robust) least angle regression for time series
                            data with fixed lag length
    weights.sparseLTS       Extract outlier weights from sparse LTS
                            regression models
    winsorize               Data cleaning by winsorization

### Author(s)

Andreas Alfons [aut, cre]

Maintainer: Andreas Alfons <alfons@ese.eur.nl>

### References

Alfons (2021) robustHD: An R package for robust regression with high-dimensional data. Journal of Open Source Software, 6(67), 3786. doi: 10.21105/joss.03786.

[Package robustHD version 0.7.2 Index]