Package: srlars 2.0.1

srlars: Fast and Scalable Cellwise-Robust Ensemble

Functions to perform robust variable selection and regression using the Fast and Scalable Cellwise-Robust Ensemble (FSCRE) algorithm. The approach establishes a robust foundation using the Detect Deviating Cells (DDC) algorithm and robust correlation estimates. It then employs a competitive ensemble architecture where a robust Least Angle Regression (LARS) engine proposes candidate variables and cross-validation arbitrates their assignment. A final robust MM-estimator is applied to the selected predictors.

Authors:Anthony Christidis [aut, cre], Gabriela Cohen-Freue [aut]