Use RcppEigen to fit least trimmed squares regression models with an L1 penalty in order to obtain sparse models.
| Version: | 0.1.3 |
| Depends: | Rcpp (≥ 0.9.10), robustHD (≥ 0.3.0) |
| Imports: | RcppEigen (≥ 0.2.0) |
| LinkingTo: | Rcpp, RcppEigen |
| Suggests: | mvtnorm |
| Published: | 2013-04-16 |
| Author: | Andreas Alfons [aut, cre] |
| Maintainer: | Andreas Alfons <alfons at ese.eur.nl> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: | yes |
| CRAN checks: | sparseLTSEigen results |
| Package source: | sparseLTSEigen_0.1.3.tar.gz |
| MacOS X binary: | sparseLTSEigen_0.1.3.tgz |
| Windows binary: | sparseLTSEigen_0.1.3.zip |
| Reference manual: | sparseLTSEigen.pdf |
| News/ChangeLog: | NEWS |
| Old sources: | sparseLTSEigen archive |