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robustlm

Robust Variable Selection with Exponential Squared Loss

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) <doi:10.1080/01621459.2013.766613>. Users can enjoy the near optimal, consistent, and oracle properties of the procedures.

Versions across snapshots

VersionRepositoryFileSize
0.1.0 rolling linux/jammy R-4.5 robustlm_0.1.0.tar.gz 168.4 KiB
0.1.0 rolling linux/noble R-4.5 robustlm_0.1.0.tar.gz 168.2 KiB
0.1.0 rolling source/ R- robustlm_0.1.0.tar.gz 225.0 KiB
0.1.0 latest linux/jammy R-4.5 robustlm_0.1.0.tar.gz 168.4 KiB
0.1.0 latest linux/noble R-4.5 robustlm_0.1.0.tar.gz 168.2 KiB
0.1.0 latest source/ R- robustlm_0.1.0.tar.gz 225.0 KiB
0.1.0 2026-04-26 source/ R- robustlm_0.1.0.tar.gz 225.0 KiB
0.1.0 2026-04-23 source/ R- robustlm_0.1.0.tar.gz 225.0 KiB
0.1.0 2026-04-09 windows/windows R-4.5 robustlm_0.1.0.zip 171.5 KiB
0.1.0 2025-04-20 source/ R- robustlm_0.1.0.tar.gz 225.0 KiB

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