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sparseLTSEigen  

RcppEigen back end for sparse least trimmed squares regression
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("sparseLTSEigen", "0.2.0.1")



Attach the package and use:
library("sparseLTSEigen")
Maintained by
Andreas Alfons
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2012-04-10
Latest Update: 2020-10-14
Description:
Use RcppEigen to fit least trimmed squares regression models with an L1 penalty in order to obtain sparse models.
How to cite:
Andreas Alfons (2012). sparseLTSEigen: RcppEigen back end for sparse least trimmed squares regression. R package version 0.2.0.1, https://cran.r-project.org/web/packages/sparseLTSEigen. Accessed 18 Sep. 2026.
Previous versions and publish date:
(2026-07-09 07:07), 0.1.0 (2012-04-10 20:00), 0.1.1 (2012-08-24 21:21), 0.1.2 (2013-03-13 12:13), 0.1.3 (2013-04-16 14:58), 0.2.0 (2013-12-10 15:28)
Other packages that cited sparseLTSEigen R package
View sparseLTSEigen citation profile
Other R packages that sparseLTSEigen depends, imports, suggests or enhances
Complete documentation for sparseLTSEigen
Functions, R codes and Examples using the sparseLTSEigen R package
Some associated functions: sparseLTSEigen-package . 
Some associated R codes: sparseLTSEigen.R .  Full sparseLTSEigen package functions and examples
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