Package: adaHuber 1.1

adaHuber: Adaptive Huber Estimation and Regression

Huber-type estimation for mean, covariance and (regularized) regression. For all the methods, the robustification parameter tau is chosen by a tuning-free principle.

Authors:Xiaoou Pan [aut, cre], Wen-Xin Zhou [aut]

adaHuber_1.1.tar.gz
adaHuber_1.1.zip(r-4.5)adaHuber_1.1.zip(r-4.4)adaHuber_1.1.zip(r-4.3)
adaHuber_1.1.tgz(r-4.4-x86_64)adaHuber_1.1.tgz(r-4.4-arm64)adaHuber_1.1.tgz(r-4.3-x86_64)adaHuber_1.1.tgz(r-4.3-arm64)
adaHuber_1.1.tar.gz(r-4.5-noble)adaHuber_1.1.tar.gz(r-4.4-noble)
adaHuber_1.1.tgz(r-4.4-emscripten)adaHuber_1.1.tgz(r-4.3-emscripten)
adaHuber.pdf |adaHuber.html
adaHuber/json (API)

# Install 'adaHuber' in R:
install.packages('adaHuber', repos = c('https://xiaooupan.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/xiaooupan/adahuber/issues

Uses libs:
  • openblas– Optimized BLAS
  • c++– GNU Standard C++ Library v3

On CRAN:

3.78 score 12 stars 6 scripts 361 downloads 5 exports 2 dependencies

Last updated 3 years agofrom:b3130d4d9d. Checks:OK: 1 NOTE: 8. Indexed: yes.

TargetResultDate
Doc / VignettesOKNov 23 2024
R-4.5-win-x86_64NOTENov 23 2024
R-4.5-linux-x86_64NOTENov 23 2024
R-4.4-win-x86_64NOTENov 23 2024
R-4.4-mac-x86_64NOTENov 23 2024
R-4.4-mac-aarch64NOTENov 23 2024
R-4.3-win-x86_64NOTENov 23 2024
R-4.3-mac-x86_64NOTENov 23 2024
R-4.3-mac-aarch64NOTENov 23 2024

Exports:adaHuber.covadaHuber.cv.lassoadaHuber.lassoadaHuber.meanadaHuber.reg

Dependencies:RcppRcppArmadillo