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.

Version: 0.2.0
Depends: robustHD (≥ 0.4.0)
Imports: Rcpp (≥ 0.9.10), RcppEigen (≥ 0.2.0)
LinkingTo: Rcpp, RcppEigen
Suggests: mvtnorm
Published: 2013-12-10
Author: Andreas Alfons [aut, cre]
Maintainer: Andreas Alfons <alfons at ese.eur.nl>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
Materials: NEWS
CRAN checks: sparseLTSEigen results

Downloads:

Reference manual: sparseLTSEigen.pdf
Package source: sparseLTSEigen_0.2.0.tar.gz
Windows binaries: r-devel: sparseLTSEigen_0.2.0.zip, r-release: sparseLTSEigen_0.2.0.zip, r-oldrel: sparseLTSEigen_0.2.0.zip
OS X Snow Leopard binaries: r-release: sparseLTSEigen_0.2.0.tgz, r-oldrel: sparseLTSEigen_0.2.0.tgz
OS X Mavericks binaries: r-release: sparseLTSEigen_0.2.0.tgz
Old sources: sparseLTSEigen archive