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: 2022-03-09
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

Documentation:

Reference manual: 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-release (x86_64): adaHuber_1.1.tgz, r-oldrel: adaHuber_1.1.tgz

Linking:

Please use the canonical form https://CRAN.R-project.org/package=adaHuber to link to this page.