sparseLTSEigen (0.1.1)

RcppEigen back end for sparse least trimmed squares regression.

http://cran.r-project.org/web/packages/sparseLTSEigen

Use RcppEigen to fit least trimmed squares regression models with an L1 penalty in order to obtain sparse models.

Maintainer: Andreas Alfons
Author(s): Andreas Alfons [aut, cre]

License: GPL (>= 2)

Uses: Rcpp, RcppEigen, robustHD, mvtnorm

Released 9 months ago.