sprm: Sparse and Non-Sparse Partial Robust M Regression

Robust methods for dimension reduction and regression analysis are implemented that yield estimates with a partial least squares alike interpretability. Partial robust M regression is robust to both vertical outliers and leverage points. Sparse partial robust M regression is a related robust method with sparse coefficient estimate, and therefore with intrinsic variable selection.

Version: 1.1
Depends: ggplot2, grid
Imports: cvTools, reshape2, pcaPP
Published: 2014-12-10
Author: Sven Serneels, BASF Corp and Irene Hoffmann
Maintainer: Irene Hoffmann <irene.hoffmann at tuwien.ac.at>
License: GPL (≥ 3)
NeedsCompilation: no
CRAN checks: sprm results


Reference manual: sprm.pdf
Package source: sprm_1.1.tar.gz
Windows binaries: r-devel: sprm_1.1.zip, r-release: sprm_1.1.zip, r-oldrel: sprm_1.1.zip
OS X Snow Leopard binaries: r-release: sprm_1.1.tgz, r-oldrel: sprm_1.1.tgz
OS X Mavericks binaries: r-release: sprm_1.1.tgz