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robustHD  

Robust Methods for High-Dimensional Data
View on CRAN: Click here


Download and install robustHD package within the R console
Install from CRAN:
install.packages("robustHD")

Install from Github:
library("remotes")
install_github("cran/robustHD")

Install by package version:
library("remotes")
install_version("robustHD", "0.8.4")



Attach the package and use:
library("robustHD")
Maintained by
Andreas Alfons
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2012-04-10
Latest Update: 2024-06-30
Description:
Robust methods for high-dimensional data, in particular linear model selection techniques based on least angle regression and sparse regression. Specifically, the package implements robust least angle regression (Khan, Van Aelst & Zamar, 2007; ), (robust) groupwise least angle regression (Alfons, Croux & Gelper, 2016; ), and sparse least trimmed squares regression (Alfons, Croux & Gelper, 2013; ).
How to cite:
Andreas Alfons (2012). robustHD: Robust Methods for High-Dimensional Data. R package version 0.8.4, https://cran.r-project.org/web/packages/robustHD. Accessed 06 Jun. 2026.
Previous versions and publish date:
0.1.0 (2012-04-10 20:00), 0.2.0 (2012-08-24 21:12), 0.2.1 (2012-09-09 21:25), 0.2.2 (2012-10-30 10:34), 0.3.0 (2013-03-13 12:09), 0.3.1 (2013-04-16 14:34), 0.3.2 (2013-05-02 14:34), 0.4.0 (2013-12-10 15:28), 0.5.0 (2014-04-30 20:42), 0.5.1 (2016-01-08 12:41), 0.6.0 (2019-12-09 13:30), 0.6.1 (2019-12-14 18:40), 0.7.0 (2021-09-17 17:20), 0.7.1 (2021-10-13 11:30), 0.7.2 (2021-11-23 10:30), 0.7.3 (2022-08-12 15:20), 0.7.4 (2023-01-18 15:50), 0.8.0 (2023-09-27 01:00), 0.8.1 (2024-06-30 22:40), 0.8.2 (2025-10-02 08:50), 0.8.3 (2025-12-09 15:40)
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Complete documentation for robustHD
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