robustHD: Robust Methods for High-Dimensional Data

Robust methods for high-dimensional data, in particular linear model selection techniques based on least angle regression and sparse regression. Specifically, the package implements robust least angle regression (Khan, Van Aelst & Zamar, 2007; <doi:10.1198/016214507000000950>), (robust) groupwise least angle regression (Alfons, Croux & Gelper, 2016; <doi:10.1016/j.csda.2015.02.007>), and sparse least trimmed squares regression (Alfons, Croux & Gelper, 2013; <doi:10.1214/12-AOAS575>).

Version:	0.8.2
Depends:	R (≥ 3.5.0), ggplot2 (≥ 0.9.2), perry (≥ 0.3.0), robustbase (≥ 0.9-5)
Imports:	MASS, Rcpp (≥ 0.9.10), grDevices, parallel, stats, utils
LinkingTo:	Rcpp (≥ 0.9.10), RcppArmadillo (≥ 0.7.200.1.0)
Suggests:	lars, mvtnorm, testthat
Published:	2025-10-02
DOI:	10.32614/CRAN.package.robustHD
Author:	Andreas Alfons [aut, cre], Dirk Eddelbuettel [ctb]
Maintainer:	Andreas Alfons <alfons at ese.eur.nl>
BugReports:	https://github.com/aalfons/robustHD/issues
License:	GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL:	https://github.com/aalfons/robustHD
NeedsCompilation:	yes
Citation:	robustHD citation info
Materials:	NEWS
CRAN checks:	robustHD results

Documentation:

Reference manual:

robustHD.html , robustHD.pdf

Downloads:

Package source:	robustHD_0.8.2.tar.gz
Windows binaries:	r-devel: robustHD_0.8.2.zip, r-release: robustHD_0.8.2.zip, r-oldrel: robustHD_0.8.2.zip
macOS binaries:	r-release (arm64): robustHD_0.8.2.tgz, r-oldrel (arm64): robustHD_0.8.2.tgz, r-release (x86_64): robustHD_0.8.2.tgz, r-oldrel (x86_64): robustHD_0.8.2.tgz
Old sources:	robustHD archive

Reverse dependencies:

Reverse depends:	sparseLTSEigen
Reverse imports:	enetLTS, gamreg, PAMhm, robCompositions, rrcovHD
Reverse suggests:	cellWise, classmap, ShapleyOutlier

Linking:

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