r-srlars 2.0.0
Channel: guix-cran
Home page: https://cran.r-project.org/package=srlars
Licenses: GPL 2+
Build system: r
Synopsis: Fast and Scalable Cellwise-Robust Ensemble
Description:
This package provides functions to perform robust variable selection and regression using the Fast and Scalable Cellwise-Robust Ensemble (FSCRE) algorithm. The approach establishes a robust foundation using the Detect Deviating Cells (DDC) algorithm and robust correlation estimates. It then employs a competitive ensemble architecture where a robust Least Angle Regression (LARS) engine proposes candidate variables and cross-validation arbitrates their assignment. A final robust MM-estimator is applied to the selected predictors.
Total results: 1