Package: adaHuber 1.1

Xiaoou Pan

adaHuber: Adaptive Huber Estimation and Regression

Huber-type estimation for mean, covariance and (regularized) regression. For all the methods, the robustification parameter tau is chosen by a tuning-free principle.

Authors:Xiaoou Pan [aut, cre], Wen-Xin Zhou [aut]

adaHuber_1.1.tar.gz
adaHuber_1.1.tar.gz(r-4.5-noble)adaHuber_1.1.tar.gz(r-4.4-noble)
adaHuber_1.1.tgz(r-4.4-emscripten)adaHuber_1.1.tgz(r-4.3-emscripten)
adaHuber.pdf |adaHuber.html
adaHuber/json (API)

# Install 'adaHuber' in R:
install.packages('adaHuber', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/xiaooupan/adahuber/issues

Uses libs:
  • openblas– Optimized BLAS
  • c++– GNU Standard C++ Library v3

openblascpp

1.70 score 1 stars 336 downloads 5 exports 2 dependencies

Last updated 3 years agofrom:423ca51375. Checks:OK: 1 NOTE: 1. Indexed: no.

TargetResultDate
Doc / VignettesOKDec 09 2024
R-4.5-linux-x86_64NOTEDec 09 2024

Exports:adaHuber.covadaHuber.cv.lassoadaHuber.lassoadaHuber.meanadaHuber.reg

Dependencies:RcppRcppArmadillo