CRAN

MTE 1.0.0

Maximum Tangent Likelihood and Other Robust Estimation for High-Dimensional Regression

Released Aug 29, 2017 by Shaobo Li

This package can be loaded by Renjin but 1 out 7 tests failed.

Dependencies

parcor 0.2-6 quantreg 5.35

Provides several robust estimators for linear regression and variable selection. They are Maximum tangent likelihood estimator (Qin, et al. (2017) ), least absolute deviance estimator, and Huber loss. 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.

Installation

Maven

This package can be included as a dependency from a Java or Scala project by including the following your project's pom.xml file. Read more about embedding Renjin in JVM-based projects.

<dependencies>
  <dependency>
    <groupId>org.renjin.cran</groupId>
    <artifactId>MTE</artifactId>
    <version>1.0.0-b11</version>
  </dependency>
</dependencies>
<repositories>
  <repository>
    <id>bedatadriven</id>
    <name>bedatadriven public repo</name>
    <url>https://nexus.bedatadriven.com/content/groups/public/</url>
  </repository>
</repositories>

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Renjin CLI

If you're using Renjin from the command line, you load this library by invoking:

library('org.renjin.cran:MTE')

Test Results

This package was last tested against Renjin 0.9.2622 on Apr 8, 2018.

Source

R

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Release History