Use RcppEigen to fit least trimmed squares regression models with an L1 penalty in order to obtain sparse models.
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0.2.0.1 by Andreas Alfons, 6 years ago
Browse source code at https://github.com/cran/sparseLTSEigen
Authors: Andreas Alfons [aut, cre]
Documentation: PDF Manual
GPL (>= 2) license
Imports Rcpp, RcppEigen
Depends on robustHD
Suggests mvtnorm
Linking to Rcpp, RcppEigen
See at CRAN