Package: MTE 1.2
MTE: Maximum Tangent Likelihood Estimation for Robust Linear Regression and Variable Selection
Several robust estimators for linear regression and variable selection are provided. Included are Maximum tangent likelihood estimator by Qin, et al., (2017) <arxiv:1708.05439>, least absolute deviance estimator and Huber regression. The penalized version of each of these estimator incorporates L1 penalty function, i.e., LASSO and Adaptive Lasso. They are able to produce consistent estimates for both fixed and high-dimensional settings.
Authors:
MTE_1.2.tar.gz
MTE_1.2.zip(r-4.5)MTE_1.2.zip(r-4.4)MTE_1.2.zip(r-4.3)
MTE_1.2.tgz(r-4.4-any)MTE_1.2.tgz(r-4.3-any)
MTE_1.2.tar.gz(r-4.5-noble)MTE_1.2.tar.gz(r-4.4-noble)
MTE_1.2.tgz(r-4.4-emscripten)MTE_1.2.tgz(r-4.3-emscripten)
MTE.pdf |MTE.html✨
MTE/json (API)
# Install 'MTE' in R: |
install.packages('MTE', repos = c('https://shaobo-li.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/shaobo-li/mte/issues
Last updated 2 years agofrom:9065f91847. Checks:OK: 7. Indexed: yes.
Target | Result | Date |
---|---|---|
Doc / Vignettes | OK | Oct 22 2024 |
R-4.5-win | OK | Oct 22 2024 |
R-4.5-linux | OK | Oct 22 2024 |
R-4.4-win | OK | Oct 22 2024 |
R-4.4-mac | OK | Oct 22 2024 |
R-4.3-win | OK | Oct 22 2024 |
R-4.3-mac | OK | Oct 22 2024 |
Exports:huber.lassohuber.reghuberlossLADLADlassoMTEMTElasso
Dependencies:clicodetoolsdata.tableforeachglmnetgluehqreghrqglasiteratorslatticelifecycleMASSMatrixMatrixModelsplyrquantregrbibutilsRcppRcppArmadilloRcppEigenRdpackrlangrqPenshapeSparseMsurvival
Readme and manuals
Help Manual
Help page | Topics |
---|---|
Huber-Lasso estimator | huber.lasso |
Huber estimation for linear regression | huber.reg |
Huber Loss | huberloss |
Least Absolute Deviance Estimator for Linear Regression | LAD |
LAD-Lasso for Linear Regression | LADlasso |
Maximum Tangent-likelihood Estimation | MTE |
MTE-Lasso estimator | MTElasso |