sparseLTSEigen: RcppEigen back end for sparse least trimmed squares regression

Use RcppEigen to fit least trimmed squares regression models with an L1 penalty in order to obtain sparse models.

Depends: robustHD (≥ 0.4.0)
Imports: Rcpp (≥ 0.9.10), RcppEigen (≥ 0.2.0)
LinkingTo: Rcpp, RcppEigen
Suggests: mvtnorm
Published: 2020-10-14
DOI: 10.32614/CRAN.package.sparseLTSEigen
Author: Andreas Alfons [aut, cre]
Maintainer: Andreas Alfons <alfons at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
Materials: NEWS
CRAN checks: sparseLTSEigen results


Reference manual: sparseLTSEigen.pdf


Package source: sparseLTSEigen_0.2.0.1.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): sparseLTSEigen_0.2.0.1.tgz, r-oldrel (arm64): sparseLTSEigen_0.2.0.1.tgz, r-release (x86_64): sparseLTSEigen_0.2.0.1.tgz, r-oldrel (x86_64): sparseLTSEigen_0.2.0.1.tgz
Old sources: sparseLTSEigen archive


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