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robustHD

robustHD: Robust Methods for High-Dimensional Data. Robust methods for high-dimensional data, in particular linear model selection techniques based on least angle regression and sparse regression.

Keywords for this software

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  • outliers
  • robust regression
  • variable selection
  • robust statistics
  • breakdown point
  • R package
  • data science
  • partial least squares
  • compositional data analysis
  • nonconvex penalties
  • penalized estimation
  • regularization
  • regularized estimation
  • local outlyingness
  • high-dimensional data
  • robustHD
  • Journal of Open Source Software
  • elastic net penalty
  • proteomics biomarkers
  • categorical variables
  • R
  • wavelet thresholding
  • cellwise outliers
  • contamination
  • robust estimation
  • model selection
  • multivariate outlier detection
  • time series
  • sparsity
  • penalized regression

  • URL: cran.r-project.org/web...
  • Code
  • InternetArchive
  • Manual: cran.r-project.org/web...
  • Authors: Andreas Alfons
  • Dependencies: R

  • Add information on this software.


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References in zbMATH (referenced in 8 articles , 1 standard article )

Showing results 1 to 8 of 8.
y Sorted by year (citations)

  1. Bottmer, Lea; Croux, Christophe; Wilms, Ines: Sparse regression for large data sets with outliers (2022)
  2. Amato, Umberto; Antoniadis, Anestis; De Feis, Italia; Gijbels, Irene: Penalised robust estimators for sparse and high-dimensional linear models (2021)
  3. Andreas Alfons: robustHD: An R package for robust regression with high-dimensional data (2021) not zbMATH
  4. Filzmoser, Peter; Gregorich, Mariella: Multivariate outlier detection in applied data analysis: global, local, compositional and cellwise outliers (2020)
  5. Debruyne, Michiel; Höppner, Sebastiaan; Serneels, Sven; Verdonck, Tim: Outlyingness: which variables contribute most? (2019)
  6. Freue, Gabriela V. Cohen; Kepplinger, David; Salibián-Barrera, Matías; Smucler, Ezequiel: Robust elastic net estimators for variable selection and identification of proteomic biomarkers (2019)
  7. Alfons, Andreas; Croux, Christophe; Gelper, Sarah: Robust groupwise least angle regression (2016)
  8. Alfons, Andreas; Croux, Christophe; Gelper, Sarah: Sparse least trimmed squares regression for analyzing high-dimensional large data sets (2013)

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