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

robustlm: Robust Variable Selection with Exponential Squared Loss (original) (raw)

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.

Version: 0.1.0
Imports: MASS, matrixStats
Suggests: knitr, rmarkdown
Published: 2021-03-22
DOI: 10.32614/CRAN.package.robustlm
Author: Jin Zhu ORCID iD [cre, aut], Borui Tang [aut], Yunlu Jiang [aut], Xueqin Wang ORCID iD [aut]
Maintainer: Jin Zhu
License: GPL-3
NeedsCompilation: no
Materials: README, NEWS
CRAN checks: robustlm results

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