Adaptive Huber Estimation and Regression [R package adaHuber version 1.1]

adaHuber: Adaptive Huber Estimation and Regression

Huber-type estimation for mean, covariance and (regularized) regression. For all the methods, the robustification parameter tau is chosen by a tuning-free principle.

Version: 1.1

Depends: R (≥ 3.5.0)

Imports: Rcpp (≥ 1.0.3)

LinkingTo: Rcpp, RcppArmadillo (≥ 0.9.850.1.0)

Published: 2022年03月09日

DOI: 10.32614/CRAN.package.adaHuber

Author: Xiaoou Pan [aut, cre], Wen-Xin Zhou [aut]

Maintainer: Xiaoou Pan <xip024 at ucsd.edu>

License: GPL-3

URL: https://github.com/XiaoouPan/adaHuber

NeedsCompilation: yes

SystemRequirements: C++11

Materials: README

CRAN checks: adaHuber results [issues need fixing before 2025年12月18日]

Documentation:

Reference manual: adaHuber.html , adaHuber.pdf

Downloads:

Package source: adaHuber_1.1.tar.gz

Windows binaries: r-devel: adaHuber_1.1.zip, r-release: adaHuber_1.1.zip, r-oldrel: adaHuber_1.1.zip

macOS binaries: r-release (arm64): adaHuber_1.1.tgz, r-oldrel (arm64): adaHuber_1.1.tgz, r-release (x86_64): adaHuber_1.1.tgz, r-oldrel (x86_64): adaHuber_1.1.tgz

Linking:

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