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 |
Downloads: