L2E: Robust Structured Regression via the L2 Criterion
An implementation of a computational framework for performing robust structured regression with the L2 criterion
from Chi and Chi (2021+). Improvements using the majorization-minimization (MM) principle from Liu, Chi, and
Lange (2022+) added in Version 2.0.
| Version: |
2.0 |
| Depends: |
R (≥ 3.5.0), osqp |
| Imports: |
isotone, cobs, ncvreg, Matrix, signal, robustbase |
| Suggests: |
knitr, rmarkdown, ggplot2, latex2exp |
| Published: |
2022-09-08 |
| Author: |
Xiaoqian Liu [aut, ctb],
Jocelyn Chi [aut, cre],
Lisa Lin [ctb],
Kenneth Lange [aut],
Eric Chi [aut] |
| Maintainer: |
Jocelyn Chi <jocetchi at gmail.com> |
| License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: |
no |
| Citation: |
L2E citation info |
| Materials: |
README |
| CRAN checks: |
L2E results |
Documentation:
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