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: 0.8.1
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 (≥ 0.3.0)
Suggests: lars, mvtnorm, testthat
Published: 2024-06-30
DOI: 10.32614/CRAN.package.robustHD
Author: Andreas Alfons ORCID iD [aut, cre], Dirk Eddelbuettel [ctb]
Maintainer: Andreas Alfons <alfons at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
Citation: robustHD citation info
Materials: NEWS
CRAN checks: robustHD results


Reference manual: robustHD.pdf


Package source: robustHD_0.8.1.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): robustHD_0.8.1.tgz, r-oldrel (arm64): robustHD_0.8.1.tgz, r-release (x86_64): robustHD_0.8.1.tgz, r-oldrel (x86_64): robustHD_0.8.1.tgz
Old sources: robustHD archive

Reverse dependencies:

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


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