# Robust Methods for High-Dimensional Data

## Documentation for package ‘robustHD’ version 0.6.1

- DESCRIPTION file.
- User guides, package vignettes and other documentation.
- Package NEWS.

## Help Pages

A B C D F G L P R S T W

robustHD-package | Robust Methods for High-Dimensional Data

## -- A --

AIC.seqModel | Information criteria for a sequence of regression models
AIC.sparseLTS | Information criteria for a sequence of regression models

## -- B --

BIC.seqModel | Information criteria for a sequence of regression models
BIC.sparseLTS | Information criteria for a sequence of regression models

## -- C --

coef.grplars | Extract coefficients from a sequence of regression models
coef.rlars | Extract coefficients from a sequence of regression models
coef.seqModel | Extract coefficients from a sequence of regression models
coef.sparseLTS | Extract coefficients from a sequence of regression models
coef.tslars | Extract coefficients from a sequence of regression models
coef.tslarsP | Extract coefficients from a sequence of regression models
coefPlot | Coefficient plot of a sequence of regression models
coefPlot.grplars | Coefficient plot of a sequence of regression models
coefPlot.rlars | Coefficient plot of a sequence of regression models
coefPlot.seqModel | Coefficient plot of a sequence of regression models
coefPlot.sparseLTS | Coefficient plot of a sequence of regression models
coefPlot.tslars | Coefficient plot of a sequence of regression models
coefPlot.tslarsP | Coefficient plot of a sequence of regression models
corHuber | Robust correlation based on winsorization.
critPlot | Optimality criterion plot of a sequence of regression models
critPlot.grplars | Optimality criterion plot of a sequence of regression models
critPlot.perrySeqModel | Optimality criterion plot of a sequence of regression models
critPlot.perrySparseLTS | Optimality criterion plot of a sequence of regression models
critPlot.rlars | Optimality criterion plot of a sequence of regression models
critPlot.seqModel | Optimality criterion plot of a sequence of regression models
critPlot.sparseLTS | Optimality criterion plot of a sequence of regression models
critPlot.tslars | Optimality criterion plot of a sequence of regression models
critPlot.tslarsP | Optimality criterion plot of a sequence of regression models

## -- D --

diagnosticPlot | Diagnostic plots for a sequence of regression models
diagnosticPlot.default | Diagnostic plots for a sequence of regression models
diagnosticPlot.grplars | Diagnostic plots for a sequence of regression models
diagnosticPlot.perrySeqModel | Diagnostic plots for a sequence of regression models
diagnosticPlot.perrySparseLTS | Diagnostic plots for a sequence of regression models
diagnosticPlot.rlars | Diagnostic plots for a sequence of regression models
diagnosticPlot.seqModel | Diagnostic plots for a sequence of regression models
diagnosticPlot.sparseLTS | Diagnostic plots for a sequence of regression models
diagnosticPlot.tslars | Diagnostic plots for a sequence of regression models
diagnosticPlot.tslarsP | Diagnostic plots for a sequence of regression models

## -- F --

fitted.grplars | Extract fitted values from a sequence of regression models
fitted.rlars | Extract fitted values from a sequence of regression models
fitted.seqModel | Extract fitted values from a sequence of regression models
fitted.sparseLTS | Extract fitted values from a sequence of regression models
fitted.tslars | Extract fitted values from a sequence of regression models
fitted.tslarsP | Extract fitted values from a sequence of regression models
fortify.rlars | Convert a sequence of regression models into a data frame for plotting
fortify.seqModel | Convert a sequence of regression models into a data frame for plotting
fortify.sparseLTS | Convert a sequence of regression models into a data frame for plotting

## -- G --

getScale | Extract the residual scale of a robust regression model
getScale.seqModel | Extract the residual scale of a robust regression model
getScale.sparseLTS | Extract the residual scale of a robust regression model
grplars | (Robust) groupwise least angle regression
grplars.data.frame | (Robust) groupwise least angle regression
grplars.default | (Robust) groupwise least angle regression
grplars.formula | (Robust) groupwise least angle regression

## -- L --

lambda0 | Penalty parameter for sparse LTS regression

## -- P --

perry.rlars | Resampling-based prediction error for a sequential regression model
perry.seqModel | Resampling-based prediction error for a sequential regression model
perry.sparseLTS | Resampling-based prediction error for a sequential regression model
plot.grplars | Plot a sequence of regression models
plot.perrySeqModel | Plot a sequence of regression models
plot.perrySparseLTS | Plot a sequence of regression models
plot.rlars | Plot a sequence of regression models
plot.seqModel | Plot a sequence of regression models
plot.sparseLTS | Plot a sequence of regression models
plot.tslars | Plot a sequence of regression models
plot.tslarsP | Plot a sequence of regression models
predict.grplars | Predict from a sequence of regression models
predict.rlars | Predict from a sequence of regression models
predict.seqModel | Predict from a sequence of regression models
predict.sparseLTS | Predict from a sequence of regression models
predict.tslars | Predict from a sequence of regression models
predict.tslarsP | Predict from a sequence of regression models
print.grplars | (Robust) groupwise least angle regression
print.rlars | Robust least angle regression
print.sparseLTS | Sparse least trimmed squares regression
print.tslars | (Robust) least angle regression for time series data
print.tslarsP | (Robust) least angle regression for time series data with fixed lag length

## -- R --

residuals.grplars | Extract residuals from a sequence of regression models
residuals.rlars | Extract residuals from a sequence of regression models
residuals.seqModel | Extract residuals from a sequence of regression models
residuals.sparseLTS | Extract residuals from a sequence of regression models
residuals.tslars | Extract residuals from a sequence of regression models
residuals.tslarsP | Extract residuals from a sequence of regression models
rgrplars | (Robust) groupwise least angle regression
rgrplars.data.frame | (Robust) groupwise least angle regression
rgrplars.default | (Robust) groupwise least angle regression
rgrplars.formula | (Robust) groupwise least angle regression
rlars | Robust least angle regression
rlars.default | Robust least angle regression
rlars.formula | Robust least angle regression
robStandardize | Data standardization
robustHD | Robust Methods for High-Dimensional Data
robustHD-deprecated | Deprecated functions in package 'robustHD'
rtslars | (Robust) least angle regression for time series data
rtslars.default | (Robust) least angle regression for time series data
rtslars.formula | (Robust) least angle regression for time series data
rtslarsP | (Robust) least angle regression for time series data with fixed lag length
rtslarsP.default | (Robust) least angle regression for time series data with fixed lag length
rtslarsP.formula | (Robust) least angle regression for time series data with fixed lag length

## -- S --

sparseLTS | Sparse least trimmed squares regression
sparseLTS.default | Sparse least trimmed squares regression
sparseLTS.formula | Sparse least trimmed squares regression
sparseLTSGrid | Deprecated functions in package 'robustHD'
sparseLTSGrid.default | Deprecated functions in package 'robustHD'
sparseLTSGrid.formula | Deprecated functions in package 'robustHD'
standardize | Data standardization

## -- T --

TopGear | Top Gear car data
tsBlocks | Construct predictor blocks for time series models
tslars | (Robust) least angle regression for time series data
tslars.default | (Robust) least angle regression for time series data
tslars.formula | (Robust) least angle regression for time series data
tslarsP | (Robust) least angle regression for time series data with fixed lag length
tslarsP.default | (Robust) least angle regression for time series data with fixed lag length
tslarsP.formula | (Robust) least angle regression for time series data with fixed lag length

## -- W --

weights.sparseLTS | Extract outlier weights from sparse LTS regression models
winsorize | Data cleaning by winsorization
winsorize.data.frame | Data cleaning by winsorization
winsorize.default | Data cleaning by winsorization
winsorize.matrix | Data cleaning by winsorization
wt | Deprecated functions in package 'robustHD'
wt.sparseLTS | Deprecated functions in package 'robustHD'