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robustlm  

Robust Variable Selection with Exponential Squared Loss
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("robustlm", "0.1.0")



Attach the package and use:
library("robustlm")
Maintained by
Jin Zhu
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2021-03-22
Latest Update: 2021-03-22
Description:
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) . Users can enjoy the near optimal, consistent, and oracle properties of the procedures.
How to cite:
Jin Zhu (2021). robustlm: Robust Variable Selection with Exponential Squared Loss. R package version 0.1.0, https://cran.r-project.org/web/packages/robustlm. Accessed 06 Nov. 2024.
Previous versions and publish date:
No previous versions
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Complete documentation for robustlm
Functions, R codes and Examples using the robustlm R package
Some associated functions: coef.robustlm . predict.robustlm . print.robustlm . robustlm . 
Some associated R codes: coef.robustlm.R . predict.robustlm.R . print.robustlm.R . robustlm.R .  Full robustlm package functions and examples
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