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:
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')) |
Bug tracker:https://github.com/xiaooupan/adahuber/issues
Last updated 3 years agofrom:423ca51375. Checks:OK: 1 NOTE: 1. Indexed: no.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Oct 10 2024 |
| R-4.5-linux-x86_64 | NOTE | Oct 10 2024 |
Exports:adaHuber.covadaHuber.cv.lassoadaHuber.lassoadaHuber.meanadaHuber.reg
Dependencies:RcppRcppArmadillo
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| adaHuber: Adaptive Huber Estimation and Regression | adaHuber-package |
| Adaptive Huber Covariance Estimation | adaHuber.cov |
| Cross-Validated Regularized Adaptive Huber Regression. | adaHuber.cv.lasso |
| Regularized Adaptive Huber Regression | adaHuber.lasso |
| Adaptive Huber Mean Estimation | adaHuber.mean |
| Adaptive Huber Regression | adaHuber.reg |
