adaHuber: Adaptive Huber Estimation and Regression

Huber-type estimation for mean, covariance and (regularized) regression. For all the methods, the robustification parameter tau is chosen by a tuning-free principle.

Version: 1.1
Depends: R (≥ 3.5.0)
Imports: Rcpp (≥ 1.0.3)
LinkingTo: Rcpp, RcppArmadillo (≥ 0.9.850.1.0)
Published: 2022-03-09
DOI: 10.32614/CRAN.package.adaHuber
Author: Xiaoou Pan [aut, cre], Wen-Xin Zhou [aut]
Maintainer: Xiaoou Pan <xip024 at>
License: GPL-3
NeedsCompilation: yes
SystemRequirements: C++11
Materials: README
CRAN checks: adaHuber results


Reference manual: adaHuber.pdf


Package source: adaHuber_1.1.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): adaHuber_1.1.tgz, r-oldrel (arm64): adaHuber_1.1.tgz, r-release (x86_64): adaHuber_1.1.tgz, r-oldrel (x86_64): adaHuber_1.1.tgz


Please use the canonical form to link to this page.